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A new two–parameter lifetime distribution with
decreasing, increasing or upside–down bathtub
shaped failure rate

Research Abstract
In this paper we introduce a generalization of the Bilal distribution, where a new two–parameter distribution is presented. We show that its failure rate function can be upside-down bathtub shaped. The failure rate can also be decreasing or increasing. A comprehensive mathematical treatment of the new distribution is provided. The estimation by maximum likelihood is discussed; and a closed–form expression for Fisher’s information matrix is obtained. Asymptotic interval estimators for both of the two unknown parameters are also given. A simulation study is conducted and applications to real data sets are presented.
Research Authors
Ayman M. Abd-Elrahman
Research Department
Research Journal
Communications in Statistics - Theory and Methods,
http://dx.doi.org/10.1080/03610926.2016.1193198
Research Pages
pp. 1-26
Research Publisher
http://www.tandfonline.com/action/journalInformation?journalCode=lsta20
Research Rank
1
Research Vol
Accepted author version posted online: 17 Aug 2016. Published online: 17 Aug 2016.
Research Website
http://dx.doi.org/10.1080/03610926.2016.1193198
Research Year
2016