Citation
Jl. Hebert et Jw. Seaman, THE VARIANCE OF A TRUNCATED MIXED EXPONENTIAL PROCESS, Journal of Applied Probability, 31(1), 1994, pp. 167-179
Citations number
18
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
ISSN journal
00219002
Volume
31
Issue
1
Year of publication
1994
Pages
167 - 179
Database
ISI
SICI code
0021-9002(1994)31:1<167:TVOATM>2.0.ZU;2-7
Abstract
Mullooly (1988) provides sufficient conditions under which the varianc
e of a left-truncated, non-negative random variable will be greater th
an the variance of the original variable. We consider this problem for
the class of exponential mixtures, and provide an explicit expression
for the inflation in variance in terms of the mixing density.