 A generalization of the exponential-Poisson distributionWagner Barreto-Souza and Francisco Cribari-Neto Statistics & Probability Letters, 2009, vol. 79, issue 24, 2493-2500 Abstract: The two-parameter distribution known as exponential-Poisson (EP) distribution, which has decreasing failure rate, was introduced by Kus (2007). In this paper we generalize the EP distribution and show that the failure rate of the new distribution can be decreasing or increasing. The failure rate can also be upside-down bathtub shaped. A comprehensive mathematical treatment of the new distribution is provided. We provide closed-form expressions for the density, cumulative distribution, survival and failure rate functions; we also obtain the density of the ith order statistic. We derive the rth raw moment of the new distribution and also the moments of order statistics. Moreover, we discuss estimation by maximum likelihood and obtain an expression for Fisher's information matrix. Furthermore, expressions for the Rényi and Shannon entropies are given and an application using a real data set is presented. Finally, simulation results on maximum likelihood estimation are presented. Date: 2009 Downloads: (external link) Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:79:y:2009:i:24:p:2493-2500 Ordering information: This journal article can be ordered from Access Statistics for this article Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul More articles in Statistics & Probability Letters from Elsevier |
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