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A Resilience Parameter Model Generated by a Compound Distribution

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EN
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EN
In this paper, we shall attempt to extend the generalized exponential geometric distribution of Silva et al. [1]. The new four-parameter distribution also generalizes the Weibull-geometric distribution of Barreto-Souza et al. [2], exponentiated Weibull, and several other lifetime distributions as special cases. A useful characteristic of the new distribution is that its failure rate function can have different shapes. We first study certain basic distributional properties of the new distribution and provide closed form expressions for its moment generating function and moments. General expressions are also obtained for the order statistics densities and stress-strength parameter. Our findings happen to enfold several known results as special cases. The model parameters are estimated by the maximum likelihood method and the Fisher information matrix is discussed. Finally, the model is applied to a real data set and its advantage over some rival models is illustrated.
Twórcy
autor
  • Department of Statistics, University of Isfahan Isfahan, 81746-73441, Iran
Bibliografia
  • [1] R.B. Silva, W. Barreto-Souza, and G.M. Cordeiro, A new distribution with decreasing, increasing, and upside-down bathtub failure rate, Comput. Statist. Data Anal. 54, 935-944 (2010).
  • [2] W. Barreto-Souza, A.L. de Morais, and G.M. Cordeiro, The Weibull-geometric distribution, J. Stat. Comput. Simul. 81, 645-657 (2011).
  • [3] A.W. Marshall and I. Olkin, Life distributions: Structure of nonparametric, semiparametric, and parametric families, Springer Science+Business Media, LLC, New York, 2007.
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  • [8] S. Nadarajah and S. Kotz, The exponentiated type distributions,Acta Appl. Math. 92, 97-111 (2006).
  • [9] W. Barreto-Souza and F. Cribari-Neto, A generalization of the exponential-Poisson distribution, Statist. Probab. Lett. 79, 2493-2500 (2009).
  • [10] J.M.F. Carrasco, E.M.M. Ortega, and G.M. Cordeiro, A generalized modified Weibull distribution for lifetime modeling, Comput. Statist. Data Anal. 53, 450-462 (2008).
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  • [14] H. Bidram, J. Behboodian, and M. Towhidi, A new generalized exponential geometric distribution, Comm. Statist. Theory Methods. 42, 528-542 (2013).
  • [15] A. W. Marshall and I. Olkin, A new method for adding a parameter to a family of distributions with application to the exponential and Weibull families, Biometrika 84, 641-652 (1997).
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  • [18] R.E. Glaser, R.E., Bathtub and related failure rate characterizations, J. Am. Stat. Assoc. 75, 667-672 (1980).
  • [19] G.M. Cordeiro, A.B. Simas, and B.D. Stosic, Closed form expressions for moments of the beta Weibull distribution. Annals of the Brazilian Academy of Sciences. 83, 357-373 (2011).
  • [20] F. Famoye, C. Lee, and O. Olumolade, The beta-Weibull distribution, J. Statist. Theory Appl. 4, 121-136 (2005).
  • [21] C. Lee, F. Famoye, and O. Olumolade, Beta-Weibull distribution: Some properties and applications to censored data, J. Mod. Appl. Statist. Methods 6, 173-186 (2007).
  • [22] H. Bidram, J. Behboodian, and M. Towhidi, The beta Weibullgeometric distribution, J. Statist. Comput. Simul. 83, 52-67 (2013).
  • [23] A. Erdelyi, W. Magnus, F. Oberhettinger, and F.G. Tricomi, Higher Transcendental Functions, McGraw-Hill, New York, 1953.
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  • [26] W. Barreto-Souza, A.H. S. Santos, and G.M. Cordeiro, The beta generalized exponential distribution, J. Statist. Comput. Simul. 80, 159-172 (2010).
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Bibliografia
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