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The Complementary Lindley-Geometric Distribution and Its Application in Lifetime Analysis

Author

Listed:
  • Wenhao Gui

    (Beijing Jiaotong University)

  • Huainian Zhang

    (Beijing Institute of Petro-chemical Technology)

  • Lei Guo

    (Beijing Jiaotong University)

Abstract

In this paper, we propose a new compounding distribution, named the complementary Lindley-geometric distribution. It arises on a latent complementary risks scenarios where only the maximum lifetime value among all risks instead of a particular risk is observed. Its characterization and statistical properties are investigated. The maximum likelihood inference using EM algorithm is developed. Asymptotic properties of the MLEs are discussed and simulation studies are performed to assess the performance of parameter estimation. We illustrate the proposed model with a real application and it shows that the new distribution is appropriate and potential for lifetime analyses.

Suggested Citation

  • Wenhao Gui & Huainian Zhang & Lei Guo, 2017. "The Complementary Lindley-Geometric Distribution and Its Application in Lifetime Analysis," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 79(2), pages 316-335, November.
    • Handle: RePEc:spr:sankhb:v:79:y:2017:i:2:d:10.1007_s13571-017-0142-1
    DOI: 10.1007/s13571-017-0142-1
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    References listed on IDEAS

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    1. M. E. Ghitany & D. K. Al-Mutairi, 2008. "Size-biased Poisson-Lindley distribution and its application," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3), pages 299-311.
    2. Ghitany, M.E. & Al-Mutairi, D.K. & Balakrishnan, N. & Al-Enezi, L.J., 2013. "Power Lindley distribution and associated inference," Computational Statistics & Data Analysis, Elsevier, vol. 64(C), pages 20-33.
    3. Adamidis, K. & Loukas, S., 1998. "A lifetime distribution with decreasing failure rate," Statistics & Probability Letters, Elsevier, vol. 39(1), pages 35-42, July.
    4. Ghitany, M.E. & Al-Mutairi, D.K. & Nadarajah, S., 2008. "Zero-truncated Poisson–Lindley distribution and its application," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(3), pages 279-287.
    5. Ghitany, M.E. & Atieh, B. & Nadarajah, S., 2008. "Lindley distribution and its application," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 78(4), pages 493-506.
    6. Kus, Coskun, 2007. "A new lifetime distribution," Computational Statistics & Data Analysis, Elsevier, vol. 51(9), pages 4497-4509, May.
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    Cited by:

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    2. Yuancheng Si & Saralees Nadarajah, 2020. "Lindley Power Series Distributions," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 82(1), pages 242-256, February.

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