The Poisson-exponential lifetime distribution |
| |
Authors: | Vicente G. CanchoFranscisco Louzada-Neto Gladys D.C. Barriga |
| |
Affiliation: | a Department of Applied Mathematics and Statistics, Universidade de São Paulo, Brazilb Department of Statistics, Universidade de São Paulo, Brazilc FEB, Universidade Estadual Paulista, Brazil |
| |
Abstract: | In this paper we proposed a new two-parameters lifetime distribution with increasing failure rate. The new distribution arises on a latent complementary risk problem base. The properties of the proposed distribution are discussed, including a formal proof of its probability density function and explicit algebraic formulae for its reliability and failure rate functions, quantiles and moments, including the mean and variance. A simple EM-type algorithm for iteratively computing maximum likelihood estimates is presented. The Fisher information matrix is derived analytically in order to obtaining the asymptotic covariance matrix. The methodology is illustrated on a real data set. |
| |
Keywords: | Complementary risks EM algorithm Exponential distribution Poisson distribution Survival analysis |
本文献已被 ScienceDirect 等数据库收录! |