An Exponential-Negative Binomial Distribution

Abstract

A new three-parameter distribution is proposed for modeling lifetime data. It is advocated as most reasonable among the many exponential mixture type distributions proposed in recent years. An account of the mathematical properties of the new distribution including estimation issues is presented. Two real data applications are described to show superior performance versus at least four of the known lifetime models.

Keywords

• exponential distribution
• maximum likelihood estimation
• negative binomial distribution