Kybernetika 51 no. 6, 933-959, 2015

Compound geometric and Poisson models

Nooshin Hakamipour, Sadegh Rezaei and Saralees NadarajahDOI: 10.14736/kyb-2015-6-0933

Abstract:

Many lifetime distributions are motivated only by mathematical interest. Here, eight new families of distributions are introduced. These distributions are motivated as models for the stress of a system consisting of components working in parallel/series and each component has a fixed number of sub-components working in parallel/series. Mathematical properties and estimation procedures are derived for one of the families of distributions. A real data application shows superior performance of a three-parameter distribution (performance assessed with respect to Kolmogorov-Smirnov statistics, AIC values, BIC values, CAIC values, AICc values, HQC values, probability-probability plots, quantile-quantile plots and density plots) versus thirty one other distributions, each having at least three parameters.\\

Keywords:

exponential distribution, exponentiated exponential distribution, maximum likelihood estimation

Classification:

62E99

paper.pdf

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