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A Two-Parameter Distribution Obtained by Compounding the Generalized Exponential and Exponential Distributions

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Abstract

We introduce a new two-parameter lifetime distribution obtained by compounding the generalized exponential and exponential distributions. We assume that the shape parameter of the generalized exponential distribution is a random variable having the exponential distribution. The shapes of the density and hazard rate functions are derived. The model parameters are estimated by maximum likelihood, and an application of the proposed distribution is presented.

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Authors and Affiliations

  1. Faculty of Philosophy, University of Montenegro, Nikšić, Montenegro

    Božidar V. Popović

  2. Faculty of Sciences and Mathematics, University of Niš, Niš, Serbia

    Miroslav M. Ristić

  3. Departamento de Estatística, Universidade Federal de Pernambuco, Recife, PE, Brazil

    Gauss M. Cordeiro

Authors
  1. Božidar V. Popović
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  2. Miroslav M. Ristić
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  3. Gauss M. Cordeiro
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Correspondence to Božidar V. Popović.

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Popović, B.V., Ristić, M.M. & Cordeiro, G.M. A Two-Parameter Distribution Obtained by Compounding the Generalized Exponential and Exponential Distributions. Mediterr. J. Math. 13, 2935–2949 (2016). https://doi.org/10.1007/s00009-015-0665-5

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  • DOI: https://doi.org/10.1007/s00009-015-0665-5

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