The asymptotic hazard rate of sums of discrete random variables

J.J. Arts; G.J.J.A.N. van Houtum; A.P. Zwart

doi:10.1016/j.spl.2017.02.006

The asymptotic hazard rate of sums of discrete random variables

J.J. Arts, G.J.J.A.N. van Houtum, A.P. Zwart

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Abstract

We show that the asymptotic hazard rate of the sum of discrete random variables is dominated by the smallest asymptotic failure rate of the summands.

Original language	English
Pages (from-to)	171-173
Number of pages	3
Journal	Statistics and Probability Letters
Volume	125
DOIs	https://doi.org/10.1016/j.spl.2017.02.006
Publication status	Published - 1 Jun 2017

Keywords

Hazard rates
Tail asymptotics

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10.1016/j.spl.2017.02.006

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title = "The asymptotic hazard rate of sums of discrete random variables",

abstract = "We show that the asymptotic hazard rate of the sum of discrete random variables is dominated by the smallest asymptotic failure rate of the summands.",

keywords = "Hazard rates, Tail asymptotics",

author = "J.J. Arts and {van Houtum}, G.J.J.A.N. and A.P. Zwart",

year = "2017",

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doi = "10.1016/j.spl.2017.02.006",

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pages = "171--173",

journal = "Statistics and Probability Letters",

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AU - van Houtum, G.J.J.A.N.

AU - Zwart, A.P.

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Y1 - 2017/6/1

N2 - We show that the asymptotic hazard rate of the sum of discrete random variables is dominated by the smallest asymptotic failure rate of the summands.

AB - We show that the asymptotic hazard rate of the sum of discrete random variables is dominated by the smallest asymptotic failure rate of the summands.

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KW - Tail asymptotics

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DO - 10.1016/j.spl.2017.02.006

M3 - Article

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VL - 125

SP - 171

EP - 173

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

ER -

The asymptotic hazard rate of sums of discrete random variables

Abstract

Keywords

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