A new family of compound lifetime distributions

A. Asgharzadeh; Hassan S. Bakouch; Saralees Nadarajah; L. Esmaeili

Kybernetika (2014)

  • Volume: 50, Issue: 1, page 142-169
  • ISSN: 0023-5954

Abstract

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In this paper, we introduce a general family of continuous lifetime distributions by compounding any continuous distribution and the Poisson-Lindley distribution. It is more flexible than several recently introduced lifetime distributions. The failure rate functions of our family can be increasing, decreasing, bathtub shaped and unimodal shaped. Several properties of this family are investigated including shape characteristics of the probability density, moments, order statistics, (reversed) residual lifetime moments, conditional moments and Rényi entropy. The parameters are estimated by the maximum likelihood method and the Fisher's information matrix is determined. Several special cases of this family are studied in some detail. An application to a real data set illustrates the performance of the family of distributions.

How to cite

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Asgharzadeh, A., et al. "A new family of compound lifetime distributions." Kybernetika 50.1 (2014): 142-169. <http://eudml.org/doc/261152>.

@article{Asgharzadeh2014,
abstract = {In this paper, we introduce a general family of continuous lifetime distributions by compounding any continuous distribution and the Poisson-Lindley distribution. It is more flexible than several recently introduced lifetime distributions. The failure rate functions of our family can be increasing, decreasing, bathtub shaped and unimodal shaped. Several properties of this family are investigated including shape characteristics of the probability density, moments, order statistics, (reversed) residual lifetime moments, conditional moments and Rényi entropy. The parameters are estimated by the maximum likelihood method and the Fisher's information matrix is determined. Several special cases of this family are studied in some detail. An application to a real data set illustrates the performance of the family of distributions.},
author = {Asgharzadeh, A., Bakouch, Hassan S., Nadarajah, Saralees, Esmaeili, L.},
journal = {Kybernetika},
keywords = {estimation; failure rate shapes; moments; Poisson–Lindley distribution; estimation; failure rate shapes; moments; Poisson-Lindley distribution},
language = {eng},
number = {1},
pages = {142-169},
publisher = {Institute of Information Theory and Automation AS CR},
title = {A new family of compound lifetime distributions},
url = {http://eudml.org/doc/261152},
volume = {50},
year = {2014},
}

TY - JOUR
AU - Asgharzadeh, A.
AU - Bakouch, Hassan S.
AU - Nadarajah, Saralees
AU - Esmaeili, L.
TI - A new family of compound lifetime distributions
JO - Kybernetika
PY - 2014
PB - Institute of Information Theory and Automation AS CR
VL - 50
IS - 1
SP - 142
EP - 169
AB - In this paper, we introduce a general family of continuous lifetime distributions by compounding any continuous distribution and the Poisson-Lindley distribution. It is more flexible than several recently introduced lifetime distributions. The failure rate functions of our family can be increasing, decreasing, bathtub shaped and unimodal shaped. Several properties of this family are investigated including shape characteristics of the probability density, moments, order statistics, (reversed) residual lifetime moments, conditional moments and Rényi entropy. The parameters are estimated by the maximum likelihood method and the Fisher's information matrix is determined. Several special cases of this family are studied in some detail. An application to a real data set illustrates the performance of the family of distributions.
LA - eng
KW - estimation; failure rate shapes; moments; Poisson–Lindley distribution; estimation; failure rate shapes; moments; Poisson-Lindley distribution
UR - http://eudml.org/doc/261152
ER -

References

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