Gompertz-power series distributions

A. A. Jafari and S. Tahmasebi

Communications in Statistics - Theory and Methods, 2016, vol. 45, issue 13, 3761-3781

Abstract: In this article, we introduce the Gompertz power series (GPS) class of distributions which is obtained by compounding Gompertz and power series distributions. This distribution contains several lifetime models such as Gompertz-geometric (GG), Gompertz-Poisson (GP), Gompertz-binomial (GB), and Gompertz-logarithmic (GL) distributions as special cases. Sub-models of the GPS distribution are studied in details. The hazard rate function of the GPS distribution can be increasing, decreasing, and bathtub-shaped. We obtain several properties of the GPS distribution such as its probability density function, and failure rate function, Shannon entropy, mean residual life function, quantiles, and moments. The maximum likelihood estimation procedure via a EM-algorithm is presented, and simulation studies are performed for evaluation of this estimation for complete data, and the MLE of parameters for censored data. At the end, a real example is given.

Date: 2016
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Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:45:y:2016:i:13:p:3761-3781

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DOI: 10.1080/03610926.2014.911904

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