Theoretical results on the discrete Weibull distribution of Nakagawa and Osaki

ABSTRACT

In this paper, we discuss some theoretical results and properties of the discrete Weibull distribution, which was introduced by Nakagawa and Osaki [The discrete Weibull distribution. IEEE Trans Reliab. 1975;24:300–301]. We study the monotonicity of the probability mass, survival and hazard functions. Moreover, reliability, moments, p-quantiles, entropies and order statistics are also studied. We consider likelihood-based methods to estimate the model parameters based on complete and censored samples, and to derive confidence intervals. We also consider two additional methods to estimate the model parameters. The uniqueness of the maximum likelihood estimate of one of the parameters that index the discrete Weibull model is discussed. Numerical evaluation of the considered model is performed by Monte Carlo simulations. For illustrative purposes, two real data sets are analyzed.

KEYWORDS:

• Discrete Weibull distribution
• confidence interval
• maximum likelihood
• Monte Carlo simulation

MATHEMATICS SUBJECT CLASSIFICATIONS:

• 62N02
• 62Q05
• 62F10
• 62F12

Disclosure statement

No potential conflict of interest was reported by the authors.

Notes

1 ${\mathbb{Z}}^{+}$ denotes the set of positive integers.