Abstract
There are many practical problems in which finite mixture of probability distributions arise as models of life length. Although, the role of failure rate and mean residual life in modelling life lengths are well established, much work has not been done to characterize mixture distributions in terms of these concepts. In the present paper we establish an identity connecting the failure rate and mean residual life that characterizes two component mixtures of exponential, Lomax and beta densities. We also prove a similar result connecting the failure rate and the second moment of residual life.
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Abraham, B., Nair, N.U. On characterizing mixtures of some life distributions. Statistical Papers 42, 387–393 (2001). https://doi.org/10.1007/s003620100065
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DOI: https://doi.org/10.1007/s003620100065