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A generalized exponential distribution with increasing, decreasing and constant shape hazard curves


Abstract


This paper introduces a generalization of moment exponential distribution so called Kumaraswamy Moment Exponential (KwME) distribution. The limit behaviour of its density and hazard functions are described. Some properties of the proposed distribution are discussed including moments, skewness, kurtosis, quantile function, and mode. Characterizations based on truncated moments and hazard function are presented. Rényi and q-entropies, mean residual life (MRL) and mean inactivity time (MIT) of X, and order statistics are determined. The maximum likelihood estimation (MLE) is used to estimate the model parameters. Two real data sets are used to compare the KwME distribution with other competitive models and concluded that it could serve as a better alternative lifetime distribution than existing well known models.

DOI Code: 10.1285/i20705948v12n1p223

Keywords: Hazard function; Exponential distribution; moments; maximum likelihood estimation

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