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The variance of a truncated mixed exponential process
Part of
- Survival analysis and censored data
- Distribution theory
Jaimie L. Hebert, John W. Seaman, Jr.
Journal:

Journal of Applied Probability / Volume 31 / Issue 1 / March 1994

Published online by Cambridge University Press:

14 July 2016, pp. 167-179

Print publication:

March 1994
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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.

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The variance of a truncated mixed exponential process