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http://acervodigital.unesp.br/handle/11449/72247- Title:
- The Poisson-exponential lifetime distribution
- Universidade de São Paulo (USP)
- Universidade Estadual Paulista (UNESP)
- 0167-9473
- In this paper we proposed a new two-parameters lifetime distribution with increasing failure rate. The new distribution arises on a latent complementary risk problem base. The properties of the proposed distribution are discussed, including a formal proof of its probability density function and explicit algebraic formulae for its reliability and failure rate functions, quantiles and moments, including the mean and variance. A simple EM-type algorithm for iteratively computing maximum likelihood estimates is presented. The Fisher information matrix is derived analytically in order to obtaining the asymptotic covariance matrix. The methodology is illustrated on a real data set. © 2010 Elsevier B.V. All rights reserved.
- 1-Jan-2011
- Computational Statistics and Data Analysis, v. 55, n. 1, p. 677-686, 2011.
- 677-686
- Complementary risks
- EM algorithm
- Exponential distribution
- Poisson distribution
- Survival analysis
- Asymptotic covariance matrix
- Data sets
- EM algorithms
- Exponential distributions
- Failure rate functions
- Formal proofs
- Increasing failure rate
- Life-time distribution
- Maximum likelihood estimate
- Algorithms
- Bioinformatics
- Covariance matrix
- Distribution functions
- Fisher information matrix
- Maximum likelihood estimation
- Probability
- Probability density function
- Risk analysis
- Risk assessment
- http://dx.doi.org/10.1016/j.csda.2010.05.033
- Acesso restrito
- outro
- http://repositorio.unesp.br/handle/11449/72247
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