Statistical properties and different methods of estimation for extended weighted inverted Rayleigh distribution

• Authors: Abhimanyu Singh Yadav , S. K. Singh , Umesh Singh

Abstracts

EN

The aim of this paper is to introduce a new weighted probability distribution to model the non-monotone failure rate pattern for survival data. The proposed distribution is generalized by considering inverted Rayleigh distribution as a baseline distribution called an extended weighted inverted Rayleigh distribution. Different statistical properties such as moment, quantile function, moment generating function, entropy measurement, Bonferroni and Lorenz curve, stochastic ordering and order statistics have been derived. Different estimation procedures have also been discussed to estimate the unknown parameters of the proposed probability distribution. The Monte Carlo simulation study has been conducted to compare the performances of the proposed estimators obtained through various methods of estimation. Finally, two real data sets have been used to show the applicability of the proposed model in a real-life scenario.

Keywords

EN

moments and inverse moments; entropy measurements; order statistics; classical methods of estimation

• Publisher: Główny Urząd Statystyczny
• Journal: Statistics in Transition new series
• Year: 2020
• Volume: 21
• Issue: 2
• Pages: 119-141

Contributors

author

Abhimanyu Singh Yadav

• Department of Statistics, Banaras Hindu University, India

• https://orcid.org/0000000224115190

author

S. K. Singh

• Department of Statistics, Banaras Hindu University, India

author

Umesh Singh

• Department of Statistics, Banaras Hindu University, India

Identifiers

DOI

10.21307/stattrans-2020-016

Biblioteka Nauki

1363558