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New moment-identities based on the integrated survival function

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3 Author(s)
Arnold, B.C. ; California Univ., Riverside, CA, USA ; Reneau, D.M. ; Samaniego, F.J.

A result by F.J. Samaniego (ibid., vol. R-31, p.455-7, 1982) representing moments of positive random variables in terms of multiple integrals of the survivor function is extended in two direction. Identities are developed which apply to random vectors, any or all of whose components may assume negative values. Applications to multivariate new better than used distributions are discussed

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Reliability, IEEE Transactions on  (Volume:38 ,  Issue: 3 )