Abstract
This article considers the modified exponential-geometric distribution, a new three-parameter lifetime distribution with decreasing or increasing failure rate. 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. A simulation study is provided to apply the EM approach to estimate model parameters, where the accuracy of estimation is examined. The experimental results are also illustrated based on the real data sets.
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Acknowledgments
We are grateful to an associate editor and anonymous referees for their valuable comments and suggestions on earlier version of this article.
Funding
This work was supported by the Research Council of Shiraz University.