On Conditions For Mixtures Of Increasing Failure Rate Distributions To Have An Increasing Failure Rate

Author(s)

James D. Lynch, University of South Carolina - ColumbiaFollow

Document Type

Article

Subject Area(s)

Statistics

Abstract

Consider a family of distributions with survival distributions that are log concave and stochastically increasing in a parameter over which it will be mixed. It is shown that a necessary and sufficient condition for a mixture over any such family to have an increasing failure rate is that the mixing distribution have an increasing failure rate. Some observations are given on generalizing this result as well as weakening the conditions on Prekopa’s Theorem.

Publication Info

Published in Probability in the Engineering and Informational Sciences, Volume 13, Issue 1, 1999, pages 33-36.

© Probability in the Engineering and Informational Sciences 1999 Cambridge University Press

Lynch, J. D. (1999). On Conditions For Mixtures of Increasing Failure Rate Distributions To Have An Increasing Failure Rate. Probability in the Engineering and Informational Sciences, 13(1), 33–36. http://dx.doi.org/10.1017/S0269964899131036

Rights

© Probability in the Engineering and Informational Sciences 1999 Cambridge University Press

Lynch, J. D. (1999). On Conditions For Mixtures of Increasing Failure Rate Distributions To Have An Increasing Failure Rate. Probability in the Engineering and Informational Sciences, 13(1), 33–36. http://dx.doi.org/10.1017/S0269964899131036