Generating New Flexible Lifetime Class of Distributions Based on Competing Risks and Frailty Models
M. M. E. Abd El-Monsef *
Faculty of Science, Tanta University, Egypt.
M. M. El-Awady
Faculty of Science, Tanta University, Egypt.
*Author to whom correspondence should be addressed.
Abstract
New classes of continuous distributions have been generated, in the last decad, based on a compounding procedure arises on a latent competing risks problem. This procedure assumes the homogeneity between the population individuals. In this paper, a new lifetime distribution is generated, assuming the heterogeneity at both population and individual levels, called Extended Gamma Gompertz (EGG) distribution. This distribution shows very desirable exibility of its hazard function. Some properties of the proposed distribution are given. Maximum likelihood estimation technique is used to estimate the parameters. A simulation study is performed to examine the performance of the proposed model. Finally, application to a real data set is given to exemplify the utility of the EGG distribution.
Keywords: Gompertz distribution, gamma distribution, gamma Gompertz distribution, extended gamma Gompertz distribution, Marshal-Olken family of distributions