Zero-Truncated Poisson Exponentiated Gamma Distribution: Application and Estimation Methods

We define a new two-parameter lifetime model called the zero-truncated Poisson exponentiated gamma distribution. The hazard function of the new distribution has monotonic and non-monotonic shapes, which allows to fit more dispersed data. The proposed distribution has the advantage of having only two...

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Detalles Bibliográficos
Autores: Aguilar, Guilherme A. S., Moala, Fernando A. [UNESP], Cordeiro, Gauss M.
Tipo de recurso: artículo
Estado:Versión publicada
Fecha de publicación:2019
País:Brasil
Institución:Universidade Estadual Paulista (UNESP)
Repositorio:Repositório Institucional da UNESP
Idioma:inglés
OAI Identifier:oai:repositorio.unesp.br:11449/186141
Acceso en línea:http://dx.doi.org/10.1007/s42519-019-0059-2
http://hdl.handle.net/11449/186141
Access Level:acceso abierto
Palabra clave:Exponentiated gamma
Maximum likelihood
Zero-truncated Poisson
Bayesian estimation
Descripción
Sumario:We define a new two-parameter lifetime model called the zero-truncated Poisson exponentiated gamma distribution. The hazard function of the new distribution has monotonic and non-monotonic shapes, which allows to fit more dispersed data. The proposed distribution has the advantage of having only two parameters and consequently provides an easier way for estimating the model parameters differently from other distributions with three or more parameters. We obtain some of its structural properties. Several methods of estimation of the model parameters are presented. A simulation with ten different models of estimators was performed in order to compare the performance and accuracy of such proposed estimators. An application to real data was included.