The exponentiated generalized extended exponential distribution

Thiago A. N. de Andrade ； Marcelo Bourguignon ； Gauss M. Cordeiro

《Journal of Data Science》 14卷3期 (2016/07) Pp. 393-413

https://doi.org/10.6339/JDS.201607_14(3).0001

並列摘要

We introduce and study a new four-parameter lifetime model named the exponentiated generalized extended exponential distribution. The proposed model has the advantage of including as special cases the exponential and exponentiated exponential distributions, among others, and its hazard function can take the classic shapes: bathtub, inverted bathtub, increasing, decreasing and constant, among others. We derive some mathematical properties of the new model such as a representation for the density function as a double mixture of Erlang densities, explicit expressions for the quantile function, ordinary and incomplete moments, mean deviations, Bonferroni and Lorenz curves, generating function, R´enyi entropy, density of order statistics and reliability. We use the maximum likelihood method to estimate the model parameters. Two applications to real data illustrate the flexibility of the proposed model.

並列關鍵字

Erlang distribution ； Extended exponential distribution ； Hazard rate function ； Lifetime distribution ； Moments