The Poisson-exponential lifetime distribution

Vicente G. Cancho, Franscisco Louzada-Neto and Gladys D.C. Barriga

Computational Statistics & Data Analysis, 2011, vol. 55, issue 1, 677-686

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 (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (18)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:55:y:2011:i:1:p:677-686

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