A New Two-Parameter Lifetime Distribution with Increasing Failure Rate

Shahsanaei Fatemeh (), Rezaei Sadegh () and Pak Abbas ()
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Shahsanaei Fatemeh: Department of Statistics, Shahid Chamran University, Ahvaz, Iran
Rezaei Sadegh: Department of Statistics, Amirkabir University of Technology, Tehran, Iran
Pak Abbas: Department of Statistics, Shahid Chamran University, Ahvaz, Iran

Stochastics and Quality Control, 2012, vol. 27, issue 1, 1-17

Abstract: A new two-parameter lifetime distribution with increasing failure rate is introduced. Various properties of the proposed distribution are discussed. The distribution parameters are estimated by the EM algorithm and the asymptotic variances and covariances of these estimators are obtained. The accuracy of maximum likelihood estimation of variances and covariances are studies by simulation. Some experimental results based on real data sets illustrate the results.

Keywords: Increasing Failure Rate; Exponential Distribution; Geometric Distribution; EM Algorithm; Lifetime Distribution; Maximum Likelihood Estimation (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1515/eqc.2011.021

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