A generalization of the exponential-Poisson distribution. (English) Zbl 1176.62005

Barreto-Souza, Wagner; Cribari-Neto, Francisco

Stat. Probab. Lett. 79, No. 24, 2493-2500 (2009).

Summary: The two-parameter distribution known as exponential-Poisson (EP) distribution, which has a decreasing failure rate, was introduced by C. Kus [Comput. Stat. Data Anal. 51, No. 9, 4497–4509 (2007; Zbl 1162.62309)]. We generalize the EP distribution and show that the failure rate of the new distribution can be decreasing or increasing. The failure rate can also be upside-down bathtub shaped. A comprehensive mathematical treatment of the new distribution is provided. We provide closed-form expressions for the density, cumulative distribution, survival and failure rate functions; we also obtain the density of the \(i\) th order statistic.
We derive the \(r\) th raw moment of the new distribution and also the moments of order statistics. Moreover, we discuss estimation by maximum likelihood and obtain an expression for Fisher’s information matrix. Furthermore, expressions for the Rényi and Shannon entropies are given and an application using a real data set is presented. Finally, simulation results on maximum likelihood estimation are presented.

MSC:

62E10	Characterization and structure theory of statistical distributions
62N05	Reliability and life testing
62F10	Point estimation
62G30	Order statistics; empirical distribution functions
62N02	Estimation in survival analysis and censored data
62B10	Statistical aspects of information-theoretic topics
65C60	Computational problems in statistics (MSC2010)

Keywords:

quantiles; moments

Software:

Ox

References:

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