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Title: A new family of compound lifetime distributions (English)
Author: Asgharzadeh, A.
Author: Bakouch, Hassan S.
Author: Nadarajah, Saralees
Author: Esmaeili, L.
Language: English
Journal: Kybernetika
ISSN: 0023-5954 (print)
ISSN: 1805-949X (online)
Volume: 50
Issue: 1
Year: 2014
Pages: 142-169
Summary lang: English
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Category: math
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Summary: In this paper, we introduce a general family of continuous lifetime distributions by compounding any continuous distribution and the Poisson-Lindley distribution. It is more flexible than several recently introduced lifetime distributions. The failure rate functions of our family can be increasing, decreasing, bathtub shaped and unimodal shaped. Several properties of this family are investigated including shape characteristics of the probability density, moments, order statistics, (reversed) residual lifetime moments, conditional moments and Rényi entropy. The parameters are estimated by the maximum likelihood method and the Fisher's information matrix is determined. Several special cases of this family are studied in some detail. An application to a real data set illustrates the performance of the family of distributions. (English)
Keyword: estimation
Keyword: failure rate shapes
Keyword: moments
Keyword: Poisson–Lindley distribution
MSC: 60E05
MSC: 62E15
MSC: 62E20
MSC: 62N05
idZBL: Zbl 1291.62040
idMR: MR3195009
DOI: 10.14736/kyb-2014-1-0142
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Date available: 2014-05-02T06:51:05Z
Last updated: 2016-01-03
Stable URL: http://hdl.handle.net/10338.dmlcz/143768
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