On some properties of the hazard rate function for compound distributions

Hassan S Bakouch (1) , Marcelo Bourguignon (2) , Christophe Chesneau (3)

1 Tanta University
2 UFRN - Universidade Federal do Rio Grande do Norte [Natal]
3 LMNO - Laboratoire de Mathématiques Nicolas Oresme

The hazard rate function is an important quantity characterizing several random phenomena. In this paper, we investigate some crucial properties satisfied by the hazard rate function for a general power series class of distributions, as monotonicity properties, sharp bounds and convexity properties. We highlight how these properties are related to those of the baseline distribution and the corresponding probability-generating function of discrete power series distributions.

Mots clés: Compound distributions; Hazard rate function; Power series distribution

Domaines: Statistiques [math.ST]

Hassan S Bakouch, Marcelo Bourguignon, Christophe Chesneau. On some properties of the hazard rate function for compound distributions. 2017. ⟨hal-01572252v2⟩