A new family of distributions based on the hypoexponential distribution with fitting reliability data

Christophe Chesneau (1)

1 LMNO - Laboratoire de Mathématiques Nicolas Oresme

In this paper, a new general family of distributions using the hypoexponential distribution is introduced and studied. From this family, we focus our attention on a new weighted exponential distribution. Some of their mathematical properties are provided. We investigate maximum likelihood estimation of the model parameters. Three real data sets are used to prove the potential of this distribution among some recent extensions of the exponential distribution.

Mots clés: Maximum likelihood estimation; Goodness-of-fit statistics; Estimation; Hypoexponential distribution

Domaines: Statistiques [math.ST]

Christophe Chesneau. A new family of distributions based on the hypoexponential distribution with fitting reliability data. 2017. ⟨hal-01519350v5⟩