Article contents
The variance of a truncated mixed exponential process
Published online by Cambridge University Press: 14 July 2016
Abstract
Mullooly (1988) provides sufficient conditions under which the variance of a left-truncated, non-negative random variable will be greater than 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.
MSC classification
- Type
- Research Papers
- Information
- Copyright
- Copyright © Applied Probability Trust 1994
References
- 5
- Cited by