The Complementary Lindley-Geometric Distribution and Its Application in Lifetime Analysis

被引：4
|
作者：
Gui W. [1 ]
Zhang H. [2 ]
Guo L. [1 ]
机构：
[1] Department of Mathematics, Beijing Jiaotong University, Beijing
[2] Department of Mathematics & Physics, Beijing Institute of Petro-chemical Technology, Beijing
来源：
Sankhya B | 2017年 / 79卷 / 2期
关键词：
EM algorithm; Fisher information matrix; Geometric distribution; Hazard function; Lindley distribution; Maximum likelihood estimation;
D O I：
10.1007/s13571-017-0142-1
中图分类号：
学科分类号：
摘要：
In this paper, we propose a new compounding distribution, named the complementary Lindley-geometric distribution. It arises on a latent complementary risks scenarios where only the maximum lifetime value among all risks instead of a particular risk is observed. Its characterization and statistical properties are investigated. The maximum likelihood inference using EM algorithm is developed. Asymptotic properties of the MLEs are discussed and simulation studies are performed to assess the performance of parameter estimation. We illustrate the proposed model with a real application and it shows that the new distribution is appropriate and potential for lifetime analyses. © 2017, Indian Statistical Institute.
引用
收藏
页码：316 / 335
页数：19
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