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Preservation of failure rate function shape in weighted distributions

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  • Ramesh Gupta
  • Barry Arnold

Abstract

This paper deals with the monotonicity properties of the failure rate of weighted distributions in relation to the corresponding properties of the base line distribution. Conditions are developed for the preservation of the monotonicity of the failure rate under weighting in the case of monotonic as well as non-monotonic failure rates. Several examples are provided. Copyright Springer-Verlag Berlin Heidelberg 2016

Suggested Citation

  • Ramesh Gupta & Barry Arnold, 2016. "Preservation of failure rate function shape in weighted distributions," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 100(1), pages 1-20, January.
  • Handle: RePEc:spr:alstar:v:100:y:2016:i:1:p:1-20
    DOI: 10.1007/s10182-015-0244-x
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