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THE FAILURE RATE SHAPE FOR A MIXTURE OF TWO GAMMAS

Published online by Cambridge University Press:  26 January 2015

Henry W. Block ,
Thomas H. Savits  and
Naftali A. Langberg
Henry W. Block
Affiliation:
University of Pittsburgh E-mail: hwb@stat.pitt.edu; tsavits@stat.pitt.edu
Thomas H. Savits
Affiliation:
University of Pittsburgh E-mail: hwb@stat.pitt.edu; tsavits@stat.pitt.edu
Naftali A. Langberg
Affiliation:
University of Haifa E-mail: naftalilan@gmail.com
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Abstract

In this paper, we continue our investigation of the shape of the failure rate of a mixture of two densities. In our recent paper, Block, Langberg and Savits [2], we introduced a variation of Glaser's method in which we emphasized the role of the mixing parameter q. There we determined all possible shapes of the failure rate function for a mixture of one exponential and one gamma density. Here we classify all possible shapes for a mixture of two gamma densities having shape parameters b, c>0 and scale parameters λ, μ>0.

Type
Research Article
Information
Probability in the Engineering and Informational Sciences , Volume 29 , Issue 2 , April 2015 , pp. 253 - 264
Copyright
Copyright © Cambridge University Press 2015 

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