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A new two-parameter lifetime distribution with increasing failure rate. (English) Zbl 1258.62015

Summary: A new two-parameter life time distribution with increasing failure rate is introduced. Various properties of the proposed distribution are discussed. The distribution parameters are estimated by the EM algorithm and the asymptotic variances and covariances of these estimators are obtained. The accuracy of maximum likelihood estimation of variances and covariances are studies by simulations. Some experimental results based on real data sets illustrate the results.

MSC:

62E10 Characterization and structure theory of statistical distributions
62N05 Reliability and life testing
65C60 Computational problems in statistics (MSC2010)
62F12 Asymptotic properties of parametric estimators
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