A Glaser Twist: Focus on the Mixture Parameters

In this paper we introduce a variation on Glaser's method for determining the shape of the failure rate function of a mixture. It has often been seen that the shape of the failure rate depends on the mixing parameter q . Our method provides an explanation for this phenomenon. We then illustrate...

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Veröffentlicht in:Journal of applied probability 2012-12, Vol.49 (4), p.1144-1155
Hauptverfasser: Block, Henry W., Langberg, Naftali A., Savits, Thomas H.
Format: Artikel
Sprache:eng
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Zusammenfassung:In this paper we introduce a variation on Glaser's method for determining the shape of the failure rate function of a mixture. It has often been seen that the shape of the failure rate depends on the mixing parameter q . Our method provides an explanation for this phenomenon. We then illustrate our technique with the mixture of an exponential and a gamma density for all possible cases.
ISSN:0021-9002
1475-6072
DOI:10.1017/S0021900200012936