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Generalized Linear Failure Rate Distribution

2009, Communications in Statistics - Theory and Methods

Abstract

The exponential and Rayleigh are the two most commonly used distributions for analyzing lifetime data. These distributions have several desirable properties and nice physical interpretations. Unfortunately the exponential distribution only has constant failure rate and the Rayleigh distribution has increasing failure rate. The linear failure rate distribution generalizes both these distributions which may have non-increasing hazard function also. This paper introduces a new distribution, which generalizes the well known (1) exponential distribution, (2) linear failure rate distribution, (3) generalized exponential distribution, and (4) generalized Rayleigh distribution. The properties of this distribution are discussed in this paper. The maximum likelihood estimates of the unknown parameters are obtained. A real data set is analyzed and it is observed that the present distribution can provide a better fit than some other very well known distributions.

Key takeaways

  • In this paper we introduce a new three-parameter distribution function called as generalized linear failure rate distribution with three parameters a, b, θ and it will be denoted as GLFRD(a, b, θ).
  • The distribution of this form is said to be a generalized linear failure rate distribution with parameters a, b, θ and will be denoted by GLFRD(a, b, θ).
  • The following lemma gives the k th moment of GLFRD(a, b, θ), when θ ≥ 1.
  • Theorem 3.4: If X i s are independent random variables, and suppose X i follows GLFRD(a, b, θ i )
  • In this section, we derive the maximum likelihood estimates of the unknown parameters a, b, θ of GLFRD(a, b, θ) based on a complete sample.