Modeling a failure rate for a mixture of distribution functions

被引:47
作者
Finkelstein, MS [1 ]
Esaulova, V
机构
[1] Univ Orange Free State, ZA-9300 Bloemfontein, South Africa
[2] St Petersburg State Univ, St Petersburg, Russia
关键词
D O I
10.1017/S0269964801153076
中图分类号
T [工业技术];
学科分类号
08 ;
摘要
It is well known that mixtures of decreasing failure rate (DFR) distributions are always DFR. it turns out that, very often, mixtures of increasing failure rate (IFR) distributions can decrease at least in some intervals of time. Usually, this property can be observed asymptotically as t --> infinity. In this article, several types of underlying continuous IFR distribution are considered. Two models of mixing are studied: additive and multiplicative. The limiting behavior of a mixture failure rate function is analyzed. It is shown that the conditional characteristics (expectation and variance) of the mixing parameter are crucial for the limiting behavior. Several examples are presented and possible generalizations are discussed.
引用
收藏
页码:383 / 400
页数:18
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