Exponentiated Transmuted Generalized Rayleigh Distribution: A New Four Parameter Rayleigh Distribution

被引：36
|
作者：
Afify, Ahmed Z. [1 ]
Nofal, Zohdy M. [1 ]
Ebraheim, Abd El Hadi N. [2 ]
机构：
[1] Benha Univ, Dept Stat Math & Insurance, Banha, Egypt
[2] Cairo Univ, Inst Stat Studies & Res, Giza, Egypt
来源：
PAKISTAN JOURNAL OF STATISTICS AND OPERATION RESEARCH | 2015年 / 11卷 / 01期
关键词：
Exponentiated; Generating Function; Renyi Entropy; Moments of residual life; Order Statistics; Maximum Likelihood;
D O I：
10.18187/pjsor.v11i1.873
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
This paper introduces a new four parameter Rayleigh distribution which generalizes the transmuted generalized Rayleigh distribution introduced by Merovci (2014). The new model is referred to as exponentiated transmuted generalized Rayleigh (ETGR) distribution. Various mathematical properties of the new model including ordinary and incomplete moments, quantile function, generating function and Renyi entropy are derived. We proposed the method of maximum likelihood for estimating the model parameters and obtain the observed information matrix. Two real data sets are used to compare the flexibility of the new model versus other models.
引用
收藏
页码：115 / 134
页数：20
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