Electronic Journal of Statistics
- Electron. J. Statist.
- Volume 9, Number 2 (2015), 2732-2750.
Log-location-scale-log-concave distributions for survival and reliability analysis
We consider a novel sub-class of log-location-scale models for survival and reliability data formed by restricting the density of the underlying location-scale distribution to be log-concave. These models display a number of attractive properties. We particularly explore the shapes of the hazard functions of these, LLSLC, models. A relatively elegant, if partial, theory of hazard shape arises under a further minor constraint on the hazard function of the underlying log-concave distribution. Perhaps the most useful LLSLC models are contained in a class of three-parameter distributions which allow constant, increasing, decreasing, bathtub and upside-down bathtub shapes for their hazard functions.
Electron. J. Statist., Volume 9, Number 2 (2015), 2732-2750.
Received: January 2015
First available in Project Euclid: 18 December 2015
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Jones, M. C.; Noufaily, Angela. Log-location-scale-log-concave distributions for survival and reliability analysis. Electron. J. Statist. 9 (2015), no. 2, 2732--2750. doi:10.1214/15-EJS1089. https://projecteuclid.org/euclid.ejs/1450456320