The modified Weibull geometric distribution

Min Wang () and Ibrahim Elbatal ()

METRON, 2015, vol. 73, issue 3, 303-315

Abstract: A new class of lifetime distributions is introduced by compounding the modified Weibull and geometric distributions, the so-called modified Weibull geometric distribution. It includes as special submodels such as linear failure rate geometric distribution, Weibull geometric distribution, exponential geometric distribution, among others. We study its structural properties including probability density function, hazard functions, moments, generating and quantile functions. The distribution is capable of monotonically increasing, decreasing, bathtub-shaped, and upside-down bathtub-shaped hazard rates. Estimation by maximum likelihood and inference for a large sample are presented. An expectation-maximization algorithm is used to determine the maximum likelihood estimates of the parameters. Finally, a real data set is analyzed for illustrative purposes. Copyright Sapienza Università di Roma 2015

Keywords: Modified Weibull distribution; Geometric distribution; Hazard function; Maximum likelihood estimation; EM algorithm (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1007/s40300-014-0052-1

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