On an extension of the exponential-geometric distribution

Konstantinos Adamidis, Theodora Dimitrakopoulou and Sotirios Loukas

Statistics & Probability Letters, 2005, vol. 73, issue 3, 259-269

Abstract: Various statistical properties and reliability aspects of a two-parameter distribution with decreasing and increasing failure rate are explored; the model includes the exponential-geometric distribution [Marshall and Olkin, 1997. Biometrika 84, 641-652; Adamidis and Loukas, 1998. Statist. Probab. Lett. 39, 35-42] as a special case. Characterizations are given and the estimation of parameters is studied by the method of maximum likelihood. An EM algorithm [Dempster et al., 1977. J. R. Statist. Soc. B. 39, 1-38] is proposed for computing the estimates, and expressions for their asymptotic variances and covariances are derived. Numerical examples based on real data are included.

Keywords: Characterization; Compounding; EM; Algorithm; Exponential; distribution; Exponential-geometric; distribution; Failure; rate; Geometric; distribution; Lifetime; distributions; Maximum; likelihood; estimation; Mean; residual; lifetime; Modified; extreme; value; distribution (search for similar items in EconPapers)
Date: 2005
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Citations: View citations in EconPapers (11)

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