Published

2014-01-01

The Poisson-Lomax Distribution

Distribución Poisson-Lomax

DOI:

https://doi.org/10.15446/rce.v37n1.44369

Keywords:

Asymptotic variance-covariance matrix, Compounding, Lifetime distributions, Lomax distribution, Poisson distribution, Maximum likelihood estimation. (en)
mezclas, distribuciones de sobrevida, distribució n Lomax, distribución Poisson, estomación máximo-verosímil (es)

Authors

  • Bander Al-Zahrani King Abdulaziz University
  • Hanaa Sagor King Abdulaziz University

In this paper we propose a new three-parameter lifetime distribution
with upside-down bathtub shaped failure rate. The distribution is a compound distribution of the zero-truncated Poisson and the Lomax distributions (PLD). The density function, shape of the hazard rate function, a general expansion for moments, the density of the rth order statistic, and the mean and median deviations of the PLD are derived and studied in detail. The maximum likelihood estimators of the unknown parameters are
obtained. The asymptotic confidence intervals for the parameters are also obtained based on asymptotic variance-covariance matrix. Finally, a real data set is analyzed to show the potential of the new proposed distribution.

En este artículo se propone una nueva distribución de sobrevida de tres parámetros con tasa fallo en forma de bañera. La distribución es una mezclade la Poisson truncada y la distribución Lomax. La  función de densidad, la función de riesgo, una expansión general de los momentos, la densidad del r-ésimo estadístico de orden, y la media así como su desviación estándar son derivadas y estudiadas en detalle. Los estimadores de máximo verosímiles de los parámetros desconocidos son obtenidos. Los intervalos de confianza asintóticas se obtienen según la matriz de varianzas y covarianzas asintótica. Finalmente, un conjunto de datos reales es analizado para construir el potencial de la nueva distribución propuesta.

References

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How to Cite

Al-Zahrani, B., & Sagor, H. (2014). The Poisson-Lomax Distribution. Revista Colombiana De Estadística, 37(1), 225-245. https://doi.org/10.15446/rce.v37n1.44369