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Asymptotic baseline of the hazard rate function of mixtures

Part of: Distribution theory Distribution theory - Probability

Published online by Cambridge University Press:  14 July 2016

Yulin Li
Yulin Li*
Affiliation:
University of Toledo
*
∗Postal address: Department of Mathematics, University of Toledo, Toledo, OH 43606, USA. Email address: [email protected]
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Abstract

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In this article, we consider the limit behavior of the hazard rate function of mixture distributions, assuming knowledge of the behavior of each individual distribution. We show that the asymptotic baseline function of the hazard rate function is preserved under mixture.

Keywords

Hazard rate functionmixtureasymptotic behavior

MSC classification

Primary: 62E10: Characterization and structure theory 60E15: Inequalities; stochastic orderings
Type
Short Communications
Information
Journal of Applied Probability , Volume 42 , Issue 3 , September 2005 , pp. 892 - 901
Copyright
© Applied Probability Trust 2005 

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