Generalized Exponential Power Distribution with Application to Complete and Censored Data
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
The exponential power distribution (EP) is a lifetime model that can exhibit increasing and bathtub hazard rate function. This paper proposed a generalization of EP distribution, named generalized exponential power (GEP) distribution. Some properties of GEP distribution will be investigated. Recurrence relations for single moments of generalized ordered statistics from GEP distribution are established and used for characterizing the GEP distribution. Estimation of the model parameters are derived using maximum likelihood method based on complete sample, type I, type II and random censored samples. A simulation study is performed in order to examine the accuracy of the maximum likelihood estimators of the model parameters. Three applications to real data, two with censored data, are provided in order to show the superiority of the proposed model to other models.
Keywords: Exponential power distribution, lifetime data, hazard function, generalized exponential power distribution, generalized order statistics, censored data