Article

Title: The Complementary Lindley-Geometric Distribution and Its Application in Lifetime Analysis

Author(s): Wenhao Gui, Lei Guo and Huainian Zhang
Issue: Volume 79 Series B Part 2 Year 2017
Pages: 316 -- 335
Abstract
In this paper, we propose a new compounding distribution, named the complementary Lindley-geometric distribution. It arises on a latent complementary risks scenarios where only the maximum lifetime value among all risks instead of a particular risk is observed. Its characterization and statistical properties are investigated. The maximum likelihood inference using EM algorithm is developed. Asymptotic properties of the MLEs are discussed and simulation studies are performed to assess the performance of parameter estimation. We illustrate the proposed model with a real application and it shows that the new distribution is appropriate and potential for lifetime analyses.
AMS (2000) subject classification. Primary 62E15; Secondary 62F10.
Keywords and phrases: Lindley distribution, Geometric distribution, Hazard function, Maximum likelihood estimation, EM algorithm, Fisher information matrix