A Reliability Model Based on the Incomplete Generalized Integro-Exponential Function
- Astorga, Juan M. - Reyes, Jimmy - Santoro, Karol, I - Venegas, Osvaldo - Gomez, Hector W.
- Datos de publicación:
- generalized integro-exponential function - kurtosis - maximum likelihood - power muth distribution - slash distribution
- Migración Web of Science 
- This article introduces an extension of the Power Muth (PM) distribution for modeling positive data sets with a high coefficient of kurtosis. The resulting distribution has greater kurtosis than the PM distribution. We show that the density can be represented based on the incomplete generalized integro-exponential function. We study some of its properties and moments, and its coefficients of asymmetry and kurtosis. We apply estimations using the moments and maximum likelihood methods and present a simulation study to illustrate parameter recovery. The results of application to two real data sets indicate that the new model performs very well in the presence of outliers.