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 |