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On linearly increasing mean residual lifetimes

Published online by Cambridge University Press:  14 July 2016

Donald G. Morrison*
Affiliation:
Columbia University

Abstract

It is shown that the gamma distribution is the unique mixing distribution of exponentials that leads to a linearly increasing mean residual lifetime function. A corollary of this result is that regardless of the mixing process the Pareto distribution is the unique aggregate distribution mixture with this property.

Type
Short Communications
Copyright
Copyright © Applied Probability Trust 1978 

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