Article ID Journal Published Year Pages File Type
415937 Computational Statistics & Data Analysis 2011 10 Pages PDF
Abstract

In this paper we propose a new lifetime distribution which can handle bathtub-shaped, unimodal, increasing and decreasing hazard rate functions. The model has three parameters and generalizes the exponential power distribution proposed by Smith and Bain (1975) with the inclusion of an additional shape parameter. The maximum likelihood estimation procedure is discussed. A small-scale simulation study examines the performance of the likelihood ratio statistics under small and moderate sized samples. Three real datasets illustrate the methodology.

Related Topics
Physical Sciences and Engineering Computer Science Computational Theory and Mathematics
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