An extension of the generalized exponential distribution |
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Authors: | Debasis Kundu Rameshwar D. Gupta |
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Affiliation: | aDepartment of Mathematics and Statistics, Indian Institute of Technology Kanpur, Pin 208016, UP, India;bDepartment of Computer Science and Applied Statistics, The University of New Brunswick, Saint John, Canada, E2L 4L5 |
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Abstract: | The two-parameter generalized exponential distribution has been used recently quite extensively to analyze lifetime data. In this paper the two-parameter generalized exponential distribution has been embedded in a larger class of distributions obtained by introducing another shape parameter. Because of the additional shape parameter, more flexibility has been introduced in the family. It is observed that the new family is positively skewed, and has increasing, decreasing, unimodal and bathtub shaped hazard functions. It can be observed as a proportional reversed hazard family of distributions. This new family of distributions is analytically quite tractable and it can be used quite effectively to analyze censored data also. Analyses of two data sets are performed and the results are quite satisfactory. |
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Keywords: | Generalized exponential distribution Hazard function Reversed hazard function Proportional reversed hazard model Regular family of distributions |
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