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Concept
Exponential-logarithmic distribution
Résumé
In probability theory and statistics, the Exponential-Logarithmic (EL) distribution is a family of lifetime distributions with
decreasing failure rate, defined on the interval [0, ∞). This distribution is parameterized by two parameters and .
The study of lengths of the lives of organisms, devices, materials, etc., is of major importance in the biological and engineering sciences. In general, the lifetime of a device is expected to exhibit decreasing failure rate (DFR) when its behavior over time is characterized by 'work-hardening' (in engineering terms) or 'immunity' (in biological terms).
The exponential-logarithmic model, together with its various properties, are studied by Tahmasbi and Rezaei (2008).
This model is obtained under the concept of population heterogeneity (through the process of
compounding).
The probability density function (pdf) of the EL distribution is given by Tahmasbi and Rezaei (2008)
where and . This function is strictly decreasing in and tends to zero as . The EL distribution has its modal value of the density at x=0, given by
The EL reduces to the exponential distribution with rate parameter , as .
The cumulative distribution function is given by
and hence, the median is given by
The moment generating function of can be determined from the pdf by direct integration and is given by
where is a hypergeometric function. This function is also known as Barnes's extended hypergeometric function. The definition of is
where and .
The moments of can be derived from . For
the raw moments are given by
where is the polylogarithm function which is defined as
follows:
Hence the mean and variance of the EL distribution
are given, respectively, by
The survival function (also known as the reliability
function) and hazard function (also known as the failure rate
function) of the EL distribution are given, respectively, by
The mean residual lifetime of the EL distribution is given by
where is the dilogarithm function
Let U be a random variate from the standard uniform distribution.
Source officielle
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