reliaR (version 0.01)

Chen: The Chen distribution

Description

Density, distribution function, quantile function and random generation for the Chen distribution with shape parameter beta and scale parameter lambda.

Usage

dchen(x, beta, lambda, log = FALSE)
pchen(q, beta, lambda, lower.tail = TRUE, log.p = FALSE)
qchen(p, beta, lambda, lower.tail = TRUE, log.p = FALSE)
rchen(n, beta, lambda)

Arguments

x,q

vector of quantiles.

p

vector of probabilities.

n

number of observations. If length(n) > 1, the length is taken to be the number required.

beta

shape parameter.

lambda

scale parameter.

log, log.p

logical; if TRUE, probabilities p are given as log(p).

lower.tail

logical; if TRUE (default), probabilities are $P[X \le x]$ otherwise, $P[X > x]$.

Value

dchen gives the density, pchen gives the distribution function, qchen gives the quantile function, and rchen generates random deviates.

Details

The Chen distribution has density

$$f(x; \lambda, \beta) = \lambda \beta x^{\beta -1} \exp \left(x^{\beta} \right) \exp \left[\lambda \left\{1-\exp \left(x^{\beta} \right)\right\}\right];\; (\lambda ,\; \beta )>0,\; x > 0,$$

where $\beta$ and $\lambda$ are the shape and scale parameters, respectively.

References

Chen, Z. (2000). A new two-parameter lifetime distribution with bathtub shape or increasing failure rate function, Statistics & Probability Letters, 49, 155-161. Murthy, D.N.P., Xie, M. and Jiang, R. (2004). Weibull Models, Wiley, New York.

Pham, H. (2006). System Software Reliability, Springer-Verlag.

Pham, H. and Lai, C.D. (2007). On recent generalizations of the Weibull distribution, IEEE Trans. on Reliability, Vol. 56(3), 454-458.

See Also

.Random.seed about random number; schen for Chen survival / hazard etc. functions

Examples

## Load data sets
data(sys2)
## Maximum Likelihood(ML) Estimates of beta & lambda for the data(sys2)
## beta.est = 0.262282404, lambda.est = 0.007282371

dchen(sys2, 0.262282404, 0.007282371, log = FALSE)
pchen(sys2, 0.262282404, 0.007282371, lower.tail = TRUE, 
    log.p = FALSE)
qchen(0.25, 0.262282404, 0.007282371, lower.tail = TRUE, log.p = FALSE)
rchen(10, 0.262282404, 0.007282371)