Hazard derivative for a mixture of exponential distributions
ID: hazard-derivative-for-a-mixture-of-exponential-distributions
For a finite mixture with positive weights and rates , the survivor function is and the hazard function is the surviving-population mean of the component rates. Write . Differentiation gives and therefore . The hazard is decreasing, strictly so when distinct rates have positive weights. For finitely many rates it tends to the smallest rate with positive weight. This is survival selection even though each individual component has a constant hazard.
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