A new two-parameter lifetime distribution with decreasing, increasing or upside-down bathtub-shaped failure rate

Ayman M. Abd-Elrahman

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 18, 8865-8880

Abstract: In this paper, we introduce a generalization of the Bilal distribution, where a new two-parameter distribution is presented. We show that its failure rate function can be upside-down bathtub shaped. The failure rate can also be decreasing or increasing. A comprehensive mathematical treatment of the new distribution is provided. The estimation by maximum likelihood is discussed, and a closed-form expression for Fisher’s information matrix is obtained. Asymptotic interval estimators for both of the two unknown parameters are also given. A simulation study is conducted and applications to real data sets are presented.

Date: 2017
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DOI: 10.1080/03610926.2016.1193198

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