The Lehmann type II Teissier distribution (Q6088282)

In 1825, Benjamin Gompertz proposed the well-known Gompertz distribution ([\textit{B. Gompertz}, ``On the nature of the function expressive of the law of human mortality, and on a new mode of determining the value of life contingencies'', Philos. Trans. R. Soc. Lond. 115, 513--583 (1825)]). In biology, gerontology and survival analysis, among other fields, the Gompertz distribution plays a crucial role in describing lifetime data. The Gompertz distribution may be considered as a generalization of the exponential distribution since it is the limit of sequences of Gompertz distributions ([\textit{A. W. Marshall} and \textit{I. Olkin}, Life distributions. Structure of nonparametric, semiparametric, and parametric families. New York, NY: Springer (2007; Zbl 1304.62019)]). The cumulative distribution function (cdf) of the Gompertz distribution is defined as \[ F(x;\theta,\xi)=1-e^{\xi(1-e^{\theta x})}, \quad x>0,\ \theta>0,\ \xi>0. \] Various extensions of Gompertz distributions have been made by different researchers, some notable contributions were made by Makeham in 1860 and 1890 ([\textit{W. M. Makeham}, ``On the law of mortality and the construction of annuity tables'', The Assurance Magazine and Journal of the Institute of Actuaries (London) 8, 301--310 (1860)]), Marshall and Olkin [loc. cit.] by adding one and two more extra parameters tp the Gompertz distribution. These distributions are called Compertz-Makeham distributions (GMD). Authors develop another class of probability distribution with an increasing failure rate that can provide a good fit for positive real life data than some existing well-known distributions. The cumulative distribution function (cdf) of Lehmann type II-G (LII-G) is compounded with the cdf of Teissier distribution to develop called Lehmann type II Teissier distribution (LII-TD). However, the LII-TD model is proposed, plots of its pdf and hasard rate function (hrf) are shown. Some statistical properties are derived and various methods to estimate the parameters of the LII-TD are discussed. Three real-world data applications are presented and compared with some other well-known models.