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On some properties of equilibrium distributions of order n

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Abstract

In the present paper we derive some identities connecting the failure rate functions and moments of residual life of the nth order equilibrium distribution and the baseline distribution. These identities are used to characterize the generalized Pareto model, mixture of exponentials and gamma distribution by relationships between various reliability characteristics. An approach using the characteristic functions is also discussed with illustrations.

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Correspondence to N. Unnikrishnan Nair.

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Nair, N.U., Preeth, M. On some properties of equilibrium distributions of order n . Stat Methods Appl 18, 453–464 (2009). https://doi.org/10.1007/s10260-008-0094-8

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  • DOI: https://doi.org/10.1007/s10260-008-0094-8

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