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Mean residual life functions of finite mixtures,order statistics and coherent systems
Authors:Jorge Navarro  Pedro J Hernandez
Institution:(1) Facultad de Matematicas, Universidad de Murcia, 30100 Murcia, Spain;(2) Facultad de Ciencias de la Empresa, Universidad Politécnica de Cartagena, 30203 Cartagena, Murcia, Spain
Abstract:We study properties of the mean residual life functions of finite mixtures. Specifically, we study ordering properties, monotonicity and the limiting behaviour. We show, under some mild conditions, that the limiting behaviour is similar to that of the strongest member (in the mean residual life order) of the mixture. We also consider the case of negative mixtures (i.e., mixtures with some negative coefficients) which is applied to study the behaviour of the mean residual life of order statistics and coherent systems with possibly dependent components. Partially Supported by Ministerio de Ciencia y Tecnologí a under grant BFM2003-02947 and Fundación Séneca under grant 00698/PI/04.
Keywords:Finite mixtures  Mean residual life  Failure rate  Order statistics  Coherent system            k-out-of-n system
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