Properties and Inference for a New Class of Generalized Rayleigh Distributions with an Application
Yükleniyor...
Tarih
2019
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Sciendo
Erişim Hakkı
info:eu-repo/semantics/openAccess
Özet
In the present paper, we introduce a new form of generalized Rayleigh distribution called the Alpha Power generalized Rayleigh (APGR) distribution by following the idea of extension of the distribution families with the Alpha Power transformation. The introduced distribution has the more general form than both the Rayleigh and generalized Rayleigh distributions and provides a better fit than the Rayleigh and generalized Rayleigh distributions for more various forms of the data sets. In the paper, we also obtain explicit forms of some important statistical characteristics of the APGR distribution such as hazard function, survival function, mode, moments, characteristic function, Shannon and Renyi entropies, stress-strength probability, Lorenz and Bonferroni curves and order statistics. The statistical inference problem for the APGR distribution is investigated by using the maximum likelihood and least-square methods. The estimation performances of the obtained estimators are compared based on the bias and mean square error criteria by a conducted Monte-Carlo simulation on small, moderate and large sample sizes. Finally, a real data analysis is given to show how the proposed model works in practice.
Açıklama
Anahtar Kelimeler
Alpha power transformation, Maximum likelihood estimate, Least-square estimate, Shannon entropy, Generalized Rayleigh distribution
Kaynak
Open Mathematics
WoS Q DeÄŸeri
Q3
Scopus Q DeÄŸeri
Cilt
17
Sayı
Künye
Biçer, H. (2019). Properties and Inference for a New Class of Generalized Rayleigh Distributions with an Application. Open Mathematics, 17(1), 700-715.
