Assume the continuous RV X, with PDF fx and CDF Fx, measures the lifetime of some system or component. The hazard rate function for such a variable is defined as fx (t) h(t) : P(X > t) fx(t) 1 – Fx(t) and it measures the propensity of the system to fail shortly after time t, given that it has survived until time t. (a) Show that the hazard rate function for the Exponential(A) distribution for t > 0 is constant and equal to A (this is equivalent to the memoryless property). (b) Consider the Gamma(a = 2, X) distribution, which arises as the sum of two independent Exponential(A) RVs. Find the hazard rate function for this distribution for t > 0. (Hint: Use integration by parts for finding the CDF. )
Assume the continuous RV X, with PDF fx and CDF Fx, measures the lifetime of some system or component. The hazard rate function for such a variable is defined as fx (t) h(t) : P(X > t) fx(t) 1 – Fx(t) and it measures the propensity of the system to fail shortly after time t, given that it has survived until time t. (a) Show that the hazard rate function for the Exponential(A) distribution for t > 0 is constant and equal to A (this is equivalent to the memoryless property). (b) Consider the Gamma(a = 2, X) distribution, which arises as the sum of two independent Exponential(A) RVs. Find the hazard rate function for this distribution for t > 0. (Hint: Use integration by parts for finding the CDF. )
Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter7: Analytic Trigonometry
Section7.6: The Inverse Trigonometric Functions
Problem 93E
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