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Revista Colombiana de Estadística

Print version ISSN 0120-1751

Abstract

JAFARI, ALI AKBAR; TAHMASEBI, SAEID  and  ALIZADEH, MORAD. The Beta-Gompertz Distribution. Rev.Colomb.Estad. [online]. 2014, vol.37, n.1, pp.141-158. ISSN 0120-1751.  https://doi.org/10.15446/rce.v37n1.44363.

In this paper, we introduce a new four-parameter generalized version of the Gompertz model which is called Beta-Gompertz (BG) distribution. It includes some well-known lifetime distributions such as Beta-exponential and generalized Gompertz distributions as special sub-models. This new distribution is quite flexible and can be used effectively in modeling survival data and reliability problems. It can have a decreasing, increasing, and bathtub-shaped failure rate function depending on its parameters. Some mathematical properties of the new distribution, such as closed-form expressions for the density, cumulative distribution, hazard rate function, the kth order moment, moment generating function, Shannon entropy, and the quantile measure are provided. We discuss maximum likelihood estimation of the BG parameters from one observed sample and derive the observed Fishers information matrix. A simulation study is performed in order to investigate the properties of the proposed estimator. At the end, in order to show the BG distribution flexibility, an application using a real data set is presented.

Keywords : Beta generator; Gompertz distribution; Maximum likelihood estimation.

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