My father had a French passport. His nationality in the passport was French. My family and I live in Yemen currently. Now after the death of my father, are I, my brother and my sisters eligible to receive French nationality and passports?
Being born or living abroad is not in itself an obstacle. If your father was French when you were born (and you can document all that) then by default you are French yourself. What does make a difference is your age, how long you and your father lived abroad and how long ago he last applied for a passport.
The reason for that is that French citizenship can lapse when you live abroad and don't have evidence you were treated as a French citizen by the French government (which is called possession d'état in legal French). Applying (and being issued) a passport is an easy way to establish possession d'état so if you have a reasonably recent passport belonging to your father, it is likely that you will be able to prove your own French citizenship.
Regarding your siblings, the reasoning is exactly the same: Was one of their parents French when they were born? How long ago has it been since their French parents last made use of their French citizenship (e.g. by applying for a passport)? Note that your citizenship doesn't matter for them, being the brother or sister of a French citizen doesn't bring any benefit. Same thing if your father is not their father. The only thing that matters is whether they had a parent who was French at the time they were born.