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ROLLER-COASTER FAILURE RATES AND MEAN RESIDUAL LIFE FUNCTIONS WITH APPLICATION TO THE EXTENDED GENERALIZED INVERSE GAUSSIAN MODEL

Published online by Cambridge University Press:  02 November 2010

Ramesh C. Gupta  and
Weston Viles
Ramesh C. Gupta
Affiliation:
Department of Mathematics and Statistics, University of Maine, Orono, ME 04469-5752 E-mail: [email protected]
Weston Viles
Affiliation:
Department of Mathematics and Statistics, Boston University, Boston, MA 02215 E-mail: [email protected]
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Abstract

The investigation in this article was motivated by an extended generalized inverse Gaussian (EGIG) distribution, which has more than one turning point of the failure rate for certain values of the parameters. In order to study the turning points of a failure rate, we appeal to Glaser's eta function, which is much simpler to handle. We present some general results for studying the reationship among the change points of Glaser's eta function, the failure rate, and the mean residual life function (MRLF). Additionally we establish an ordering among the number of change points of Glaser's eta function, the failure rate, and the MRLF. These results are used to investigate, in detail, the monotonicity of the three functions in the case of the EGIG. The EGIG model has one additional parameter, δ, than the generalized inverse Gaussian (GIG) model's three parameters; see Jorgensen [7]. It has been observed that the EGIG model fits certain datasets better than the GIG of Jorgensen [7]. Thus, the purpose of this article is to present some general results dealing with the relationship among the change points of the three functions described earlier. The EGIG model is used as an illustration.

Type
Research Article
Information
Probability in the Engineering and Informational Sciences , Volume 25 , Issue 1 , January 2011 , pp. 103 - 118
Copyright
Copyright © Cambridge University Press 2011

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