A Note on an Original Lifetime Distribution

Year 2025, Volume: 51 Issue: 2, 18 - 28, 28.11.2025

Christophe Chesneau

https://doi.org/10.63673/SJS.1820399

https://izlik.org/JA77BR39UY

Abstract

This article introduces a new lifetime distribution with an original probability density function that is governed by two parameters. This distribution can be considered a modification of the exponential distribution. A theoretical investigation of its main properties is conducted, and key functions are derived, including the cumulative distribution function, the hazard rate function and the quantile function. Notably, we find that the hazard rate function decreases. We also carry out a moment study focusing on the mean and variance. Finally, we outline possible extensions to three-parameter versions of the distribution.

Keywords

Lifetime distributions , hazard rate function , quantile function , moments

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