The Beta-Gompertz Distribution

DOI10.15446/RCE.V37N1.44363zbMATH Open1435.62069arXiv1407.0743OpenAlexW2123291367MaRDI QIDQ5113984FDOQ5113984

Authors: Aliakbar Jafari, Saeid Tahmasebi, Morad Alizadeh 

Publication date: 21 June 2020

Published in: Revista Colombiana de Estadística (Search for Journal in Brave)

Abstract: In this paper, we introduce a new four-parameter generalized version of the Gompertz model which is called Beta-Gompertz (BG) distribution. It includes some well-known lifetime distributions such as beta-exponential and generalized Gompertz distributions as special sub-models. This new distribution is quite flexible and can be used effectively in modeling survival data and reliability problems. It can have a decreasing, increasing, and bathtub-shaped failure rate function depending on its parameters. Some mathematical properties of the new distribution, such as closed-form expressions for the density, cumulative distribution, hazard rate function, the $k$th order moment, moment generating function, Shannon entropy, and the quantile measure are provided. We discuss maximum likelihood estimation of the BG parameters from one observed sample and derive the observed Fisher's information matrix. A simulation study is performed in order to investigate this proposed estimator for parameters. At the end, in order to show the BG distribution flexibility, an application using a real data set is presented.

Full work available at URL: https://arxiv.org/abs/1407.0743

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zbMATH Keywords

maximum likelihood estimationGompertz distributionBeta generator

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Point estimation (62F10) Reliability and life testing (62N05)

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