Roller-coaster failure rates and mean residual life functions with application to the extended generalized inverse Gaussian model

摘要

Purpose:To present some general results on relationships among change points of Glaser's eta function, failure rate and mean residual life function (MRLF).Summary:The article establishes an ordering among the number of change points, failure rate and MRLF. These results are used to investigate the monotonicity of these functions in the case of extended generalized inverse Gaussian (EGIG) distribution, which has one extra parameter, S, as compared to GIG model. The EGIG model is used as an illustration. (11 refs.)