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A New Lifetime Distribution Based On Finite Mixtures

Mahmoud Riad Mahmoud, Rasha Mandouh, Ehab Rasheedy


Two new distributions based on mixing between different types of distributions are introduced in this paper. They are one-parameter and two-parameter distributions. The twoparameter distribution was derived from the one-parameter distribution by using a power transformation. Its failure rate can be (constant, decreasing, bathtub, decreasing - increasing and increasing) depending on the values of its two parameters. Some properties of these two distributions were discussed. Maximum likelihood estimation was investigated for the two-parameter model. Finally, investigating the mean square error of the maximum likelihood estimators, scaled root mean square error, the coverage probability, and the average width of the confidence intervals of the unknown parameters using simulation study was done.

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