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On some lifetime distributions with decreasing failure rate

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  • Chahkandi, M.
  • Ganjali, M.

Abstract

A new two-parameter distribution family with decreasing failure rate arising by mixing power-series distribution and exponential distribution is introduced. This family includes some well-used mixing distributions. Various properties of this family are discussed and the estimation of parameters are obtained by method of maximum likelihood. An EM algorithm is proposed for computing the estimates and expression for their asymptotic variances and covariances are derived. Simulation studies are performed and experimental results are illustrated based on real data sets.

Suggested Citation

  • Chahkandi, M. & Ganjali, M., 2009. "On some lifetime distributions with decreasing failure rate," Computational Statistics & Data Analysis, Elsevier, vol. 53(12), pages 4433-4440, October.
    • Handle: RePEc:eee:csdana:v:53:y:2009:i:12:p:4433-4440
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    References listed on IDEAS

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    1. Adamidis, K. & Loukas, S., 1998. "A lifetime distribution with decreasing failure rate," Statistics & Probability Letters, Elsevier, vol. 39(1), pages 35-42, July.
    2. Carrasco, Jalmar M.F. & Ortega, Edwin M.M. & Cordeiro, Gauss M., 2008. "A generalized modified Weibull distribution for lifetime modeling," Computational Statistics & Data Analysis, Elsevier, vol. 53(2), pages 450-462, December.
    3. Karlis, Dimitris, 2009. "A note on the exponential Poisson distribution: A nested EM algorithm," Computational Statistics & Data Analysis, Elsevier, vol. 53(4), pages 894-899, February.
    4. Ng, H. K. T. & Chan, P. S. & Balakrishnan, N., 2002. "Estimation of parameters from progressively censored data using EM algorithm," Computational Statistics & Data Analysis, Elsevier, vol. 39(4), pages 371-386, June.
    5. Dickson, D. C. M., 2001. "Lundberg Approximations for Compound Distributions with Insurance Applications. By G. E. Willmot and X. S. Lin. (Springer, 2000)," British Actuarial Journal, Cambridge University Press, vol. 7(4), pages 690-691, October.
    6. Kus, Coskun, 2007. "A new lifetime distribution," Computational Statistics & Data Analysis, Elsevier, vol. 51(9), pages 4497-4509, May.
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