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Please use this identifier to cite or link to this item: http://hdl.handle.net/123456789/10732

Title: The bivariate generalized linear failure rate distribution and its multivariate extension
Authors: . Hamilton, David C
Smith, Bruce
Kundu, Debasis
Keywords: The generalized linear failure rate distribution
flexible lifetime distribution
Issue Date: 2010
Publisher: Computational Statistics & Data Analysis, In Press
Citation: In Press, Uncorrected Proof, Available online 18 June 2010
Abstract: Abstract The two-parameter linear failure rate distribution has been used quite successfully to analyze lifetime data. Recently, a new three-parameter distribution, known as the generalized linear failure rate distribution, has been introduced by exponentiating the linear failure rate distribution. The generalized linear failure rate distribution is a very flexible lifetime distribution, and the probability density function of the generalized linear failure rate distribution can take different shapes. Its hazard function also can be increasing, decreasing and bathtub shaped. The main aim of this paper is to introduce a bivariate generalized linear failure rate distribution, whose marginals are generalized linear failure rate distributions. It is obtained using the same approach as was adopted to obtain the Marshall–Olkin bivariate exponential distribution. Different properties of this new distribution are established. The bivariate generalized linear failure rate distribution has five parameters and the maximum likelihood estimators are obtained using the EM algorithm. A data set is analyzed for illustrative purposes. Finally, some generalizations to the multivariate case are proposed.
URI: http://hdl.handle.net/123456789/10732
Appears in Collections:College of Science

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