The Poisson-exponential lifetime distribution
Carregando...
Data
Orientador
Coorientador
Pós-graduação
Curso de graduação
Título da Revista
ISSN da Revista
Título de Volume
Editor
Tipo
Artigo
Direito de acesso
Acesso restrito
Resumo
In this paper we proposed a new two-parameters lifetime distribution with increasing failure rate. The new distribution arises on a latent complementary risk problem base. The properties of the proposed distribution are discussed, including a formal proof of its probability density function and explicit algebraic formulae for its reliability and failure rate functions, quantiles and moments, including the mean and variance. A simple EM-type algorithm for iteratively computing maximum likelihood estimates is presented. The Fisher information matrix is derived analytically in order to obtaining the asymptotic covariance matrix. The methodology is illustrated on a real data set. © 2010 Elsevier B.V. All rights reserved.
Descrição
Palavras-chave
Complementary risks, EM algorithm, Exponential distribution, Poisson distribution, Survival analysis, Asymptotic covariance matrix, Data sets, EM algorithms, Exponential distributions, Failure rate functions, Formal proofs, Increasing failure rate, Life-time distribution, Maximum likelihood estimate, Algorithms, Bioinformatics, Covariance matrix, Distribution functions, Fisher information matrix, Maximum likelihood estimation, Probability, Probability density function, Risk analysis, Risk assessment
Idioma
Inglês
Citação
Computational Statistics and Data Analysis, v. 55, n. 1, p. 677-686, 2011.
