The Exponential-Generalized Truncated Geometric (EGTG) Distribution: A New Lifetime Distribution

Mohieddine Rahmouni (1) , Ayman Orabi

1 GREThA - Groupe de Recherche en Economie Théorique et Appliquée

This paper introduces a new two-parameter lifetime distribution, called the exponential-generalized truncated geometric (EGTG) distribution, by compounding the exponential with the generalized truncated geometric distributions. The new distribution involves two important known distributions, i.e., the exponential-geometric (Adamidis and Loukas, 1998) and the extended (complementary) exponential-geometric distributions (Adamidis et al., 2005; Louzada et al., 2011) in the minimum and maximum lifetime cases, respectively. General forms of the probability distribution, the survival and the failure rate functions as well as their properties are presented for some special cases. The application study is illustrated based on two real data sets.

Mots clés: Lifetime distributions; exponential distribution; truncated geometric distribution; order statistics; failure rate; survival function

Domaines: Economies et finances

Mohieddine Rahmouni, Ayman Orabi. The Exponential-Generalized Truncated Geometric (EGTG) Distribution: A New Lifetime Distribution. International Journal of Statistics and Probability, 2018, 7 (1), ⟨10.5539/ijsp.v7n1p1⟩. ⟨hal-01737831⟩