The modified exponential-geometric distribution

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.

Keywords:

• Asymmetric distribution
• Asymptotic normality
• Failure rate
• Expectation-Maximization (EM) algorithm
• Maximum likelihood estimation

MATHEMATICS SUBJECT CLASSIFICATION:

• Primary 60E05
• Secondary 62F12

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.