Continuous mixtures of exponentials and IFR gammas having bathtub-shaped failure rates

Henry W. Block, Naftali A. Langberg, Thomas H. Savits, Jie Wang

Research output: Contribution to journalArticlepeer-review

Abstract

It can be seen that a mixture of an exponential distribution and a gamma distribution with increasing failure rate for the right choice of parameters can yield a distribution with a bathtub-shaped failure rate. In this paper we consider a continuous mixture of exponentials and a continuous mixture of gammas with increasing failure rates and show that the resulting mixture has a bathtub-shaped failure rate.

Original languageEnglish
Pages (from-to)899-907
Number of pages9
JournalJournal of Applied Probability
Volume47
Issue number4
DOIs
StatePublished - Dec 2010

Keywords

  • Bathtub failure rate
  • Failure rate function
  • Reliability

ASJC Scopus subject areas

  • Statistics and Probability
  • General Mathematics
  • Statistics, Probability and Uncertainty

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