Cancho, Vicente G.Louzada-Neto, FransciscoBarriga, Gladys D.C. [UNESP]2014-05-272014-05-272011-01-01Computational Statistics and Data Analysis, v. 55, n. 1, p. 677-686, 2011.0167-9473http://hdl.handle.net/11449/72247In 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.677-686engComplementary risksEM algorithmExponential distributionPoisson distributionSurvival analysisAsymptotic covariance matrixData setsEM algorithmsExponential distributionsFailure rate functionsFormal proofsIncreasing failure rateLife-time distributionMaximum likelihood estimateAlgorithmsBioinformaticsCovariance matrixDistribution functionsFisher information matrixMaximum likelihood estimationProbabilityProbability density functionRisk analysisRisk assessmentArtigo10.1016/j.csda.2010.05.033Acesso restrito2-s2.0-77958039812