Published

2014-01-01

A New Extension of the Exponential Distribution

Una nueva extensión de la distribución exponencial

DOI:

https://doi.org/10.15446/rce.v37n1.44355

Keywords:

Exponential distribution, Mixtures of distribution, Likelihood (en)
distribución exponencial, mezcla de distribuciones, verosimilitud (es)

Downloads

Authors

  • Yolanda M. Gómez Universidade de São Paulo
  • Heleno Bolfarine Universidade de São Paulo
  • Héctor W. Gómez Universidad de Antofagasta

The present paper considers an extension of the exponential distribution based on mixtures of positive distributions. We study the main properties of this new distribution, with special emphasis on its moments, moment generator function and some characteristics related to reliability studies. We also discuss parameter estimation considering the maximum likelihood and moments approach. An application reveals that the model proposed can be very useful in fitting real data. A final discussion concludes the paper.

En el presente paper se considera una extensión de la distribución exponencial basada en mezclas de distribuciones positivas. Estudiamos las principales propiedades de esta nueva distribución, con especial énfasis en sus momentos, función generadora de momentos, y algunas características relacionadas a estudios de confiabilidad. También se analiza la estimación de parámetros a través de los métodos de momentos y de máxima verosimilitud. Una aplicación muestra que el modelo propuesto puede ser muy útil para ajustar datos reales. Una discusión final concluye el artículo.

References

Akaike, H. (1974), ‘A new look at statistical model identification’, IEEE Transaction on Automatic Control AC-19(6), 716–723.

Andrews, D. F. & Herzberg, A. M. (1985), Data: A Collection of Problems from Many Fields for the Student and Research Worker, Springer Series in Statistics, New York.

Barlow, R. E., Toland, R. H. & Freeman, T. (1984), A Bayesian analysis of stressrupture life of kevlar 49/epoxy spherical pressure vessels, in ‘Proc. Conference on Applications of Statistics’, Marcel Dekker, New York.

Gupta, R. D. & Kundu, D. (1999), ‘Generalized exponential distributions’, Australian and New Zealand Journal of Statistics 41(2), 173–188.

Gupta, R. D. & Kundu, D. (2001), ‘Exponentiated exponential family: An alternative to Gamma and Weibull distribution’, Biometrical Journal 43(1), 117–130.

Marshall, A. W. & Olkin, I. (2007), Life Distributions: Structure of Nonparametric, Semiparametric and Parametric Families.

Nadarajah, S. & Haghighi, F. (2011), ‘An extension of the exponential distribution’, Statistics: A Journal of Theoretical and Applied Statistics 45(6), 543– 558.

Dimensions

PlumX

Article abstract page views

1590

Downloads

Download data is not yet available.

How to Cite

Gómez, Y. M., Bolfarine, H., & Gómez, H. W. (2014). A New Extension of the Exponential Distribution. Revista Colombiana De Estadística, 37(1), 25-34. https://doi.org/10.15446/rce.v37n1.44355

License

Copyright (c) 2014 Revista Colombiana de Estadística

Creative Commons License

This work is licensed under a Creative Commons Attribution 4.0 International License.

  1. Authors retain copyright and grant the journal right of first publication with the work simultaneously licensed under a Creative Commons Attribution License that allows others to share the work with an acknowledgement of the work's authorship and initial publication in this journal.
  2. Authors are able to enter into separate, additional contractual arrangements for the non-exclusive distribution of the journal's published version of the work (e.g., post it to an institutional repository or publish it in a book), with an acknowledgement of its initial publication in this journal.
  3. Authors are permitted and encouraged to post their work online (e.g., in institutional repositories or on their website) prior to and during the submission process, as it can lead to productive exchanges, as well as earlier and greater citation of published work (See The Effect of Open Access).