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A new lifetime distribution. (English) Zbl 1162.62309
Summary: A new two-parameter distribution with decreasing failure rate is introduced. Various properties of the introduced distribution are discussed. The EM algorithm is used to determine the maximum likelihood estimates and the asymptotic variances and covariance of these estimates are obtained. Simulation studies are performed in order to assess the accuracy of the approximation of the variances and covariance of the maximum likelihood estimates and investigate the convergence of the proposed EM scheme. Illustrative examples based on real data are also given.

MSC:
62E10 Characterization and structure theory of statistical distributions
62N05 Reliability and life testing
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