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Sharp bounds for NBUE distributions

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Abstract

Let F be a new better than used in expectation (NBUE) distribution function with mean μ. In a previous paper (Brown in Probab. Eng. Inf. Sci. 20:195–230, 2006), the author derived the following bound. For any t≥μ,

$$\overline{F}(t) = \mathit{Pr}(X \ge t) \le e^{-[{t\over\mu}-1]}. $$

The main result of this paper is to show that this bound is sharp. Other sharp bounds for NBUE distributions are also derived.

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Authors and Affiliations

  1. Department of Mathematics, City College, The City University of New York, New York, NY, USA

    Mark Brown

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  1. Mark Brown
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Correspondence to Mark Brown.

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Brown, M. Sharp bounds for NBUE distributions. Ann Oper Res 208, 245–250 (2013). https://doi.org/10.1007/s10479-012-1151-0

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  • DOI: https://doi.org/10.1007/s10479-012-1151-0

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