A new class of lifetime models and the evaluation of the confidence intervals by double percentile bootstrap

Abstract: In this paper, we introduce a new three-parameter distribution by compounding the Nadarajah-Haghighi and geometric distributions, which can be interpreted as a truncated Marshall-Olkin extended Weibull. The compounding procedure is based on the work by Marshall and Olkin 1997. We prove that the new distribution can be obtained as a compound model with mixing exponential distribution. It can have decreasing, increasing, upside-down bathtub, bathtub-shaped, constant and decreasing-increasing-decreasing failure rate functions depending on the values of the parameters. Some mathematical ...