IDEAS home Printed from https://ideas.repec.org/a/spr/metron/v73y2015i3p317-333.html
   My bibliography  Save this article

Marshall-Olkin generalized exponential distribution

Author

Listed:
  • Miroslav Ristić
  • Debasis Kundu

Abstract

Marshall and Olkin (Biometrika 641–652, 1997 ) introduced a new way of incorporating a parameter to expand a family of distributions. In this paper we adopt the Marshall-Olkin approach to introduce an extra shape parameter to the two-parameter generalized exponential distribution. It is observed that the new three-parameter distribution is very flexible. The probability density functions can be either a decreasing or an unimodal function. The hazard function of the proposed model, can have all the four major shapes, namely increasing, decreasing, bathtub or inverted bathtub types. Different properties of the proposed distribution have been established. The new family of distributions is analytically quite tractable, and it can be used quite effectively, to analyze censored data also. Maximum likelihood method is used to compute the estimators of the unknown parameters. Two data sets have been analyzed, and the results are quite satisfactory. Copyright Sapienza Università di Roma 2015

Suggested Citation

  • Miroslav Ristić & Debasis Kundu, 2015. "Marshall-Olkin generalized exponential distribution," METRON, Springer;Sapienza Università di Roma, vol. 73(3), pages 317-333, December.
  • Handle: RePEc:spr:metron:v:73:y:2015:i:3:p:317-333
    DOI: 10.1007/s40300-014-0056-x
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s40300-014-0056-x
    Download Restriction: Access to full text is restricted to subscribers.

    File URL: https://libkey.io/10.1007/s40300-014-0056-x?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Bartoszewicz, Jaroslaw, 2001. "Stochastic comparisons of random minima and maxima from life distributions," Statistics & Probability Letters, Elsevier, vol. 55(1), pages 107-112, November.
    2. Kundu, Debasis & Kannan, Nandini & Balakrishnan, N., 2008. "On the hazard function of Birnbaum-Saunders distribution and associated inference," Computational Statistics & Data Analysis, Elsevier, vol. 52(5), pages 2692-2702, January.
    3. Nandini Kannan & Debasis Kundu & P. Nair & R. C. Tripathi, 2010. "The generalized exponential cure rate model with covariates," Journal of Applied Statistics, Taylor & Francis Journals, vol. 37(10), pages 1625-1636.
    4. Song, Peter X.K. & Fan, Yanqin & Kalbfleisch, John D., 2005. "Maximization by Parts in Likelihood Inference," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 1145-1158, December.
    5. Nadarajah, Saralees & Kotz, Samuel, 2006. "The beta exponential distribution," Reliability Engineering and System Safety, Elsevier, vol. 91(6), pages 689-697.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Isidro Jesús González-Hernández & Rafael Granillo-Macías & Carlos Rondero-Guerrero & Isaías Simón-Marmolejo, 2021. "Marshall-Olkin distributions: a bibliometric study," Scientometrics, Springer;Akadémiai Kiadó, vol. 126(11), pages 9005-9029, November.
    2. Maha A. D. Aldahlan & Ahmed Z. Afify, 2020. "The Odd Exponentiated Half-Logistic Exponential Distribution: Estimation Methods and Application to Engineering Data," Mathematics, MDPI, vol. 8(10), pages 1-26, October.
    3. M. Elgarhy & Muhammad Ahsan Haq & Ismat Perveen, 2019. "Type II Half Logistic Exponential Distribution with Applications," Annals of Data Science, Springer, vol. 6(2), pages 245-257, June.
    4. Fiaz Ahmad Bhatti & G. G. Hamedani & Mustafa C. Korkmaz & Gauss M. Cordeiro & Haitham M. Yousof & Munir Ahmad, 2019. "On Burr III Marshal Olkin family: development, properties, characterizations and applications," Journal of Statistical Distributions and Applications, Springer, vol. 6(1), pages 1-21, December.
    5. Essam A. Ahmed, 2017. "Estimation and prediction for the generalized inverted exponential distribution based on progressively first-failure-censored data with application," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(9), pages 1576-1608, July.
    6. Yaoting Yang & Weizhong Tian & Tingting Tong, 2021. "Generalized Mixtures of Exponential Distribution and Associated Inference," Mathematics, MDPI, vol. 9(12), pages 1-22, June.
    7. Sanku Dey & Mazen Nassar & Devendra Kumar, 2017. "$$\alpha $$ α Logarithmic Transformed Family of Distributions with Application," Annals of Data Science, Springer, vol. 4(4), pages 457-482, December.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Lemonte, Artur J., 2013. "A new exponential-type distribution with constant, decreasing, increasing, upside-down bathtub and bathtub-shaped failure rate function," Computational Statistics & Data Analysis, Elsevier, vol. 62(C), pages 149-170.
    2. Cordeiro, Gauss M. & Lemonte, Artur J., 2011. "The [beta]-Birnbaum-Saunders distribution: An improved distribution for fatigue life modeling," Computational Statistics & Data Analysis, Elsevier, vol. 55(3), pages 1445-1461, March.
    3. Mahmoud Aldeni & Carl Lee & Felix Famoye, 2017. "Families of distributions arising from the quantile of generalized lambda distribution," Journal of Statistical Distributions and Applications, Springer, vol. 4(1), pages 1-18, December.
    4. Xiaohu Li & Ming J. Zuo, 2004. "Preservation of stochastic orders for random minima and maxima, with applications," Naval Research Logistics (NRL), John Wiley & Sons, vol. 51(3), pages 332-344, April.
    5. Manabu Asai & Michael McAleer, 2009. "Dynamic Conditional Correlations for Asymmetric Processes," CARF F-Series CARF-F-168, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    6. Peng Zhang & Peter X.-K. Song & Annie Qu & Tom Greene, 2008. "Efficient Estimation for Patient-Specific Rates of Disease Progression Using Nonnormal Linear Mixed Models," Biometrics, The International Biometric Society, vol. 64(1), pages 29-38, March.
    7. Bhatti, Chad R., 2010. "The Birnbaum–Saunders autoregressive conditional duration model," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 80(10), pages 2062-2078.
    8. Al-Mutairi, D.K. & Ghitany, M.E. & Gupta, Ramesh C., 2011. "Estimation of reliability in a series system with random sample size," Computational Statistics & Data Analysis, Elsevier, vol. 55(2), pages 964-972, February.
    9. Ali Genç, 2013. "A skew extension of the slash distribution via beta-normal distribution," Statistical Papers, Springer, vol. 54(2), pages 427-442, May.
    10. Abdus Saboor & Muhammad Nauman Khan & Gauss M. Cordeiro & Marcelino A. R. Pascoa & Juliano Bortolini & Shahid Mubeen, 2019. "Modified beta modified-Weibull distribution," Computational Statistics, Springer, vol. 34(1), pages 173-199, March.
    11. Alexander, Carol & Cordeiro, Gauss M. & Ortega, Edwin M.M. & Sarabia, José María, 2012. "Generalized beta-generated distributions," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 1880-1897.
    12. Campos-Martins, Susana & Amado, Cristina, 2022. "Financial market linkages and the sovereign debt crisis," Journal of International Money and Finance, Elsevier, vol. 123(C).
    13. Gauss Cordeiro & Elizabeth Hashimoto & Edwin Ortega & Marcelino Pascoa, 2012. "The McDonald extended distribution: properties and applications," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 96(3), pages 409-433, July.
    14. Gauss M. Cordeiro & Giovana O. Silva & Edwin M. M. Ortega, 2016. "An extended-G geometric family," Journal of Statistical Distributions and Applications, Springer, vol. 3(1), pages 1-16, December.
    15. Dawei Zhang & Zhuo (June) Cheng & Hasan A. Qurban H. Mohammad & Barrie R. Nault, 2015. "Research Commentary—Information Technology Substitution Revisited," Information Systems Research, INFORMS, vol. 26(3), pages 480-495, September.
    16. Yaoting Yang & Weizhong Tian & Tingting Tong, 2021. "Generalized Mixtures of Exponential Distribution and Associated Inference," Mathematics, MDPI, vol. 9(12), pages 1-22, June.
    17. Zakeia A. Al-saiary & Rana A. Bakoban & Areej A. Al-zahrani, 2019. "Characterizations of the Beta Kumaraswamy Exponential Distribution," Mathematics, MDPI, vol. 8(1), pages 1-12, December.
    18. Ortega, Edwin M.M. & Cordeiro, Gauss M. & Lemonte, Artur J., 2012. "A log-linear regression model for the β-Birnbaum–Saunders distribution with censored data," Computational Statistics & Data Analysis, Elsevier, vol. 56(3), pages 698-718.
    19. Frazier, David T. & Renault, Eric, 2017. "Efficient two-step estimation via targeting," Journal of Econometrics, Elsevier, vol. 201(2), pages 212-227.
    20. Nikolaus Hautsch & Ostap Okhrin & Alexander Ristig, 2014. "Efficient Iterative Maximum Likelihood Estimation of High-Parameterized Time Series Models," SFB 649 Discussion Papers SFB649DP2014-010, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:metron:v:73:y:2015:i:3:p:317-333. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.