THE ODD NADARAJAH-HAGHIGHI FAMILY OF DISTRIBUTIONS: PROPERTIES AND APPLICATIONS

We study some mathematical properties of a new generator of continuous distributions called the Odd Nadarajah-Haghighi (ONH) family. In particular, three special models in this family are investigated, namely the ONH gamma, beta and Weibull distributions. The family density function is given as a linear combination of exponentiated densities. Further, we propose a bivariate extension and various characterization results of the new family. We determine the maximum likelihood estimates of ONH parameters for complete and censored data. We provide a simulation study to verify the precision of these estimates. We illustrate the performance of the new family by means of a real data set.