The Complementary Exponential-Geometric Distribution for Lifetime Data

Autor(es) e Instituição: 
Mari Roman - UFSCar
Francisco Louzada Neto UFSCar
Vicente Garibay Cancho - USP
Apresentador: 
Mari Roman

In this paper we proposed a new two-parameters lifetime distribution with increasing failure rate, the complementary exponential geometric distribution, which is complementary to the exponential geometric model proposed by Adamidis \& Loukas (1998). The new distribution arises on a latent complementary risks scenarios, where the lifetime associated with a particular risk is not observable, rather we observe only the maximum lifetime value among all risks. The properties of the proposed distribution are discussed, including a formal prove of its probability density function and explicit algebraic formulas for its reliability and failure rate functions, moments, including the mean and variance, variation coefficient and modal value. The parameter estimation is based on the usual maximum likelihood approach. We report the results of a misspecification simulation study performed in order to assess the extent of misspecification errors when testing the exponential geometric distribution against its complementary one in presence of censoring data. The methodology is illustrated on four real data set, where we also made a comparison between both modelling approach.