a question about Hazard Rate
- To: mathgroup at smc.vnet.net
- Subject: [mg39986] a question about Hazard Rate
- From: "Michael \(Xiaoquan\) Zhang" <zxq at nullvoid.mit.edu>
- Date: Thu, 13 Mar 2003 03:06:17 -0500 (EST)
- Sender: owner-wri-mathgroup at wolfram.com
I was working on a theoretical model about valuation distribution.
Assuming a Gamma distribution (or any other right skewed pdf).
I finally got a equation to solve for p:
where f(.|alpha, beta) is the pdf of the Gamma distribution, and F(.) is the
alpha and beta are shape and scale parameters for Gamma.
I don't have to derive a closed form for p, but I need some properties of p
satisfying the equation.
Especially, I need the connection between this p and the solution, q, of
another equation with g and G substituting f and F. (if this is hard to get
how about g(.|a,b)=f(.|n*alpha,beta). (meaning g is only different from f
a parameter alpha, and g's alpha is n times of f's.
Thanks in advance.
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