On conditions for mixtures of increasing failure rate distributions to have an increasing failure rate

Authors
Citation
Jd. Lynch, On conditions for mixtures of increasing failure rate distributions to have an increasing failure rate, PROB ENG I, 13(1), 1999, pp. 33-36
Citations number
5
Categorie Soggetti
Engineering Mathematics
Journal title
PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES
ISSN journal
02699648 → ACNP
Volume
13
Issue
1
Year of publication
1999
Pages
33 - 36
Database
ISI
SICI code
0269-9648(1999)13:1<33:OCFMOI>2.0.ZU;2-K
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.