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

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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.

Originele taal-2	Engels
Pagina's (van-tot)	171-173
Aantal pagina's	3
Tijdschrift	Statistics and Probability Letters
Volume	125
DOI's	https://doi.org/10.1016/j.spl.2017.02.006
Status	Gepubliceerd - 1 jun. 2017

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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",

month = jun,

day = "1",

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

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pages = "171--173",

journal = "Statistics and Probability Letters",

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T1 - The asymptotic hazard rate of sums of discrete random variables

AU - Arts, J.J.

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

AU - Zwart, A.P.

PY - 2017/6/1

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.

KW - Hazard rates

KW - Tail asymptotics

UR - https://www.scopus.com/pages/publications/85014000208

U2 - 10.1016/j.spl.2017.02.006

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

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