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Mean residual life functions of finite mixtures, order statistics and coherent systems

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Abstract

We study properties of the mean residual life functions of finite mixtures. Specifically, we study ordering properties, monotonicity and the limiting behaviour. We show, under some mild conditions, that the limiting behaviour is similar to that of the strongest member (in the mean residual life order) of the mixture. We also consider the case of negative mixtures (i.e., mixtures with some negative coefficients) which is applied to study the behaviour of the mean residual life of order statistics and coherent systems with possibly dependent components.

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Correspondence to Jorge Navarro.

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Partially Supported by Ministerio de Ciencia y Tecnologí a under grant BFM2003-02947 and Fundación Séneca under grant 00698/PI/04.

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Navarro, J., Hernandez, P.J. Mean residual life functions of finite mixtures, order statistics and coherent systems. Metrika 67, 277–298 (2008). https://doi.org/10.1007/s00184-007-0133-8

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