Brazilian Journal of Probability and Statistics

A new lifetime model with variable shapes for the hazard rate

Ahmed Z. Afify, Gauss M. Cordeiro, Nadeem Shafique Butt, Edwin M. M. Ortega, and Adriano K. Suzuki

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Abstract

We define and study a new generalization of the complementary Weibull geometric distribution introduced by Tojeiro et al. (J. Stat. Comput. Simul. 84 (2014) 1345–1362). The new lifetime model is referred to as the Kumaraswamy complementary Weibull geometric distribution and includes twenty three special models. Its hazard rate function can be constant, increasing, decreasing, bathtub and unimodal shaped. Some of its mathematical properties, including explicit expressions for the ordinary and incomplete moments, generating and quantile functions, Rényi entropy, mean residual life and mean inactivity time are derived. The method of maximum likelihood is used for estimating the model parameters. We provide some simulation results to assess the performance of the proposed model. Two applications to real data sets show the flexibility of the new model compared with some nested and non-nested models.

Article information

Source
Braz. J. Probab. Stat., Volume 31, Number 3 (2017), 516-541.

Dates
Received: November 2015
Accepted: May 2016
First available in Project Euclid: 22 August 2017

Permanent link to this document
https://projecteuclid.org/euclid.bjps/1503388827

Digital Object Identifier
doi:10.1214/16-BJPS322

Mathematical Reviews number (MathSciNet)
MR3693979

Zentralblatt MATH identifier
1377.62189

Keywords
Censored data complementary Weibull geometric generating function maximum likelihood order statistic

Citation

Afify, Ahmed Z.; Cordeiro, Gauss M.; Shafique Butt, Nadeem; Ortega, Edwin M. M.; Suzuki, Adriano K. A new lifetime model with variable shapes for the hazard rate. Braz. J. Probab. Stat. 31 (2017), no. 3, 516--541. doi:10.1214/16-BJPS322. https://projecteuclid.org/euclid.bjps/1503388827


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