Mixtures of normal distributions: modality and failure rate

DOI10.1016/J.SPL.2005.04.037MaRDI QIDQ2567183zbMATH OpenOpenAlexFDO

Authors Henry W. Block, Yulin Li, Thomas H. Savits

Publication date 29 September 2005

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2005.04.037

zbMATH Keywords

failure ratemodalitynormal distribution

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Characterization and structure theory of statistical distributions (62E10) Exact distribution theory in statistics (62E15) Reliability and life testing (62N05)

Review text

Consider a mixture of two normal distributions with the same variance, \(\sigma^2\), say. Let \(\mu_1\) and \(\mu_2\) be the corresponding means, and let \(p\) and \(1-p\) be the corresponding weights in the mixture, \(p\in[0,1]\). The authors show that if \(2\sigma<| \mu_1-\mu_2| \) then for all \(p\in[0,1]\) the mixture has increasing failure rate. They also study the behaviour of the failure rate function for other cases; that is, when \(2\sigma\geq| \mu_1-\mu_2| \), and the mixed distributions have unequal variances.

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Cites work

• Bathtub and Related Failure Rate Characterizations
• scientific article; zbMATH DE number 3326904 (Why is no real title available?)
• Initial and final behaviour of failure rate functions for mixtures and systems
• Mixtures with a limited number of modal intervals
• Preservation of generalized bathtub-shaped functions

Cited in

(10)

• Mixtures with a limited number of modal intervals
• Multiple modes in densities with normal conditionals
• The topography of multivariate normal mixtures
• On normal variance-mean mixtures
• Increasing hazard rate of mixtures for natural exponential families
• On a family of trimodal distributions
• Conditions for bimodality and multimodality of a mixture of two unimodal densities
• scientific article; zbMATH DE number 794381 (Why is no real title available?)
• scientific article; zbMATH DE number 2210691 (Why is no real title available?)
• The failure rate properties of a bimodal mixture of normal distributions in an unequal variance case

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