First we need to add the repository:
<sxh bash>
rpm -Uvh http://dl.fedoraproject.org/pub/epel/6/x86_64/epel-release-6-8.noarch.rpm
</sxh>
Then we can install fail2ban with
<sxh bash>
yum install fail2ban
</sxh>
The default configuration file is jail.conf however we should avoid making changes to this and instead make changes to jail.local. Use the following command to make jail.local
<sxh bash>
cp /etc/fail2ban/jail.conf /etc/fail2ban/jail.local
</sxh>