The LR1 Lifetime Distribution: Properties, Nonmonotone Hazard, and Statistical Inference
The LR1 distribution links an exponential lifetime and a four-stage gamma lifetime through a single positive parameter $λ$. Their rates, $2λ$ and $λ/2$, have a fixed ratio, whereas the exponential mixing probability $λ^2/(1+λ^2)$ changes with the parameter. This restriction produces a hazard that decreases near zero and eventually increases toward $λ/2$ for every $λ>0$. We establish this behavior analytically and obtain an explicit parameter threshold separating decreasing densities from densities with an interior local peak. Distributional calculations provide survival probabilities, moments, transforms, truncated moments, quantiles, order statistics, and reliability summaries. The density at zero establishes identifiability, and strict decrease of the mean ensures a unique moment estimate for every positive sample mean. Likelihood inference includes the score, observed information, a constrained expectation--maximization algorithm, and asymptotic confidence limits; spacing estimation and the likelihood under independent right censoring are also described. Eight Monte Carlo settings, comprising 4,000 generated datasets, quantify the error of likelihood and moment estimators and the coverage of log-scale intervals. The results apply in a fixed working time unit and concern mathematical properties and correctly specified simulation, rather than demonstrated superiority on observed data.