The Inverse Gaussian Distribution as a Lifetime Model

Early occurrence of certain events such as failure or repairs is a common phenomenon in the lifetime of industrial products. Often, the log normal distribution has been found as a useful model to be applicable whenever the early occurrences dominate a lifetime distribution. In this paper we suggest the use of the inverse Gaussian distribution for a model of such lifetime behavior and discuss different reliability features of the distribution. It is shown that its failure rate is nonmonotonic, initially increasing and then decreasing. Advantages in the use of the inverse Gaussian over the log normal are given. Certain numerical results are presented for illustration.