A two-parameter lifetime distribution with decreasing failure rate

  • Authors:
  • Rasool Tahmasbi;Sadegh Rezaei

  • Affiliations:
  • Department of Statistics, Amirkabir University of Technology, Tehran, Iran;Department of Statistics, Shahid Chamran University of Ahvaz, Ahvaz, Iran

  • Venue:
  • Computational Statistics & Data Analysis
  • Year:
  • 2008

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Abstract

In this paper, a new two-parameter lifetime distribution with decreasing failure rate is introduced. Various properties of the proposed distribution are discussed. The estimation of the parameters attained by the EM algorithm and their asymptotic variances and covariances are obtained. In order to assess the accuracy of the approximation of variances and covariances of the maximum likelihood estimators, simulation studies are performed and experimental results are illustrated based on real data sets.