A new lifetime distribution and its power transformation

DOI10.1155/2014/532024MaRDI QIDQ2260581zbMATH OpenOpenAlexWikidataFDO

Authors Ammar M. Sarhan, L. Tadj, David C. Hamilton

Publication date 11 March 2015

Published in Journal of Probability and Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2014/532024

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Exact distribution theory in statistics (62E15) Point estimation (62F10)

Review text

Summary: New one-parameter and two-parameter distributions are introduced in this paper. The failure rate of the one-parameter distribution is unimodal (upside-down bathtub), while the failure rate of the two-parameter distribution can be decreasing, increasing, unimodal, increasing-decreasing-increasing, or decreasing-increasing-decreasing, depending on the values of its two parameters. The two-parameter distribution is derived from the one-parameter distribution by using a power transformation. We discuss some properties of these two distributions, such as the behavior of the failure rate function, the probability density function, the moments, skewness, and kurtosis, and limiting distributions of order statistics. Maximum likelihood estimation for the two-parameter model using complete samples is investigated. Different algorithms for generating random samples from the two new models are given. Applications to real data are discussed and compared with the fit attained by some one- and two-parameter distributions. Finally, a simulation study is carried out to investigate the mean square error of the maximum likelihood estimators, the coverage probability, and the width of the confidence intervals of the unknown parameters.

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Cited in

(10)

• A new two-parameter lifetime distribution with bathtub shape or increasing failure rate function
• A lifetime model with increasing failure rate
• A transformation for the analysis of unimodal hazard rate lifetimes data
• On a generalized lifetime model using DUS transformation
• The power Muth distribution
• A one-parameter discrete distribution for over-dispersed data: statistical and reliability properties with applications
• A new two-parameter distribution: properties and applications
• scientific article; zbMATH DE number 7705711 (Why is no real title available?)
• The balanced discrete triplet Lindley model and its INAR(1) extension: properties and COVID-19 applications
• The complementary exponential power lifetime model

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