Reliability Estimation of Generalized Geometric Distribution

  • Abouammoh, A.M. (Department of Statistics & O.R., College of Science King Saud University) ;
  • Alshangiti, A.M. (Department of Statistics & O.R., College of Science King Saud University)
  • Published : 2008.06.01

Abstract

In this paper generalized version of the geometric distribution is introduced. This distribution can be considered as a two-parameter generalization of the discrete geometric distribution. The main statistical and reliability properties of this distribution are discussed. Two methods of estimation, namely maximum likelihood method and the method of moments are used to estimate the parameters of this distribution. Simulation is utilized to calculate these estimates and to study some of their properties. Also, asymptotic confidence limits are established for the maximum likelihood estimates. Finally, the appropriateness of this new distribution for a set of real data, compared with the geometric distribution, is shown by using the likelihood ratio test and the Kolmogorove-Smirnove test.

Keywords