Exponentiated Weibull–Poisson distribution: Model, properties and applications

Eisa Mahmoudi and Afsaneh Sepahdar

Mathematics and Computers in Simulation (MATCOM), 2013, vol. 92, issue C, 76-97

Abstract: In this paper we propose a new four-parameters distribution with increasing, decreasing, bathtub-shaped and unimodal failure rate, called as the exponentiated Weibull–Poisson (EWP) distribution. The new distribution arises on a latent complementary risk problem base and is obtained by compounding exponentiated Weibull (EW) and Poisson distributions. This distribution contains several lifetime sub-models such as: generalized exponential-Poisson (GEP), complementary Weibull–Poisson (CWP), complementary exponential-Poisson (CEP), exponentiated Rayleigh–Poisson (ERP) and Rayleigh–Poisson (RP) distributions.

Keywords: EM-algorithm; Exponentiated Weibull distribution; Maximum likelihood estimation; Probability weighted moments; Residual life function (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:92:y:2013:i:c:p:76-97

DOI: 10.1016/j.matcom.2013.05.005

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