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A New Two-Parameter Lifetime Distribution with Increasing Failure Rate

Author

Listed:
  • Shahsanaei Fatemeh

    (Department of Statistics, Shahid Chamran University, Ahvaz, Iran)

  • Rezaei Sadegh

    (Department of Statistics, Amirkabir University of Technology, Tehran, Iran)

  • Pak Abbas

    (Department of Statistics, Shahid Chamran University, Ahvaz, Iran)

Abstract

A new two-parameter lifetime distribution with increasing failure rate is introduced. Various properties of the proposed distribution are discussed. The distribution parameters are estimated by the EM algorithm and the asymptotic variances and covariances of these estimators are obtained. The accuracy of maximum likelihood estimation of variances and covariances are studies by simulation. Some experimental results based on real data sets illustrate the results.

Suggested Citation

  • Shahsanaei Fatemeh & Rezaei Sadegh & Pak Abbas, 2012. "A New Two-Parameter Lifetime Distribution with Increasing Failure Rate," Stochastics and Quality Control, De Gruyter, vol. 27(1), pages 1-17, September.
    • Handle: RePEc:bpj:ecqcon:v:27:y:2012:i:1:p:1-17:n:6
    DOI: 10.1515/eqc.2011.021
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    References listed on IDEAS

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    1. Chahkandi, M. & Ganjali, M., 2009. "On some lifetime distributions with decreasing failure rate," Computational Statistics & Data Analysis, Elsevier, vol. 53(12), pages 4433-4440, October.
    2. Ng, H. K. T. & Chan, P. S. & Balakrishnan, N., 2002. "Estimation of parameters from progressively censored data using EM algorithm," Computational Statistics & Data Analysis, Elsevier, vol. 39(4), pages 371-386, June.
    3. Barlow, Richard E. & Proschan, Frank, 1975. "Importance of system components and fault tree events," Stochastic Processes and their Applications, Elsevier, vol. 3(2), pages 153-173, April.
    4. Adamidis, K. & Loukas, S., 1998. "A lifetime distribution with decreasing failure rate," Statistics & Probability Letters, Elsevier, vol. 39(1), pages 35-42, July.
    5. Adamidis, Konstantinos & Dimitrakopoulou, Theodora & Loukas, Sotirios, 2005. "On an extension of the exponential-geometric distribution," Statistics & Probability Letters, Elsevier, vol. 73(3), pages 259-269, July.
    6. Kus, Coskun, 2007. "A new lifetime distribution," Computational Statistics & Data Analysis, Elsevier, vol. 51(9), pages 4497-4509, May.
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