An alternative competing risk model to the Weibull distribution for modelling aging in lifetime data analysis

• DOI: 10.1007/s10985-006-9019-8
• Publication Date: 2006-10-04T19:45:14Z
• Authors: Nicolas Bousquet; Henri Bertholon; Gilles Celeux
• Keywords: Exponentiated Weibull distribution

A simple competing risk distribution as a possible alternative to the Weibull distribution in lifetime analysis is proposed. This distribution corresponds to the minimum between exponential and Weibull distributions. Our motivation is to take account of both accidental and aging failures in lifetime data analysis. First, the main characteristics of this distribution are presented. Then, the estimation of its parameters are considered through maximum likelihood and Bayesian inference. In particular, the existence of a unique consistent root of the likelihood equations is proved. Decision tests to choose between an exponential, Weibull and this competing risk distribution are presented. And this alternative model is compared to the Weibull model from numerical experiments on both real and simulated data sets, especially in an industrial context.