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442概率中等derivationmedium

Constant Hazard Rate from Memorylessness

题目

A device's lifetime XX has survival function Fˉ(t)=P(X>t)\bar{F}(t) = P(X > t) and hazard rate h(t)=f(t)/Fˉ(t)h(t) = f(t)/\bar{F}(t). Show that the memoryless property P(X>s+tX>s)=P(X>t)P(X > s + t \mid X > s) = P(X > t) implies h(t)=λh(t) = \lambda (a constant) for all t0t \geq 0, and conversely that a constant hazard rate implies the memoryless property. Conclude that XExp(λ)X \sim \operatorname{Exp}(\lambda).

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