Mixtures of normal distributions: Modality and failure rate

The normal density is unimodal in a strong sense as are the densities of mixtures of normals whose means are not too far apart. Consequently, by a standard result in reliability, these mixture densities have an increasing failure rate. This paper investigates how the modality of mixtures of normals and the monotonicities of the failure rate of the mixture are related.

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Year of publication:	2005
Authors:	Block, Henry W. ; Li, Yulin ; Savits, Thomas H.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 74.2005, 3, p. 253-264
Publisher:	Elsevier
Subject:	Normal distribution Failure rate Modality

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005319870