The extreme points of the set of decreasing failure rate distributions

Summary Since the class of extended decreasing failure rate (EDFR) life distributions (i.e., distributions with support in 0, ]) is compact and convex, it follows from Choquet's Theorem that every EDFR life distribution can be represented as a mixture of extreme points of the EDFR class. We identify the extreme points of this class and of the standard class of decresing failure rate (DFR) life distributions. Further, we show that even though the convex class of DFR life distributions is not compact, every DFR life distribution can be represented as a mixture of extreme points of the DFR class.Research sponsored by the Air Force Office of Scientific Research, AFSC, USAF, under Grant AFOSR 78-3678.Research sponsored by the National Science Foundation MCS-7904698.