Statistical properties and estimation of power-transmuted inverse Rayleigh distribution

Amal S. Hassan, Salwa M. Assar, Ahmed M. Abdelghaffar

A three-parameter continuous distribution is constructed, using a power transformation related to the transmuted inverse Rayleigh (TIR) distribution. A comprehensive account of the statistical properties is provided, including the following: the quantile function, moments, incomplete moments, mean residual life function and Rényi entropy. Three classical procedures for estimating population parameters are analysed. A simulation study is provided to compare the performance of different estimates. Finally, a real data application is used to illustrate the usefulness of the recommended distribution in modelling real data.

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Year of publication:	2020
Authors:	Hassan, Amal S. ; Assar, Salwa M. ; Abdelghaffar, Ahmed M.
Published in:	Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland. - Warszawa : GUS, ISSN 2450-0291, ZDB-ID 2235641-1. - Vol. 21.2020, 3, p. 93-107
Subject:	transmuted inverse Rayleigh \| mean residual life function \| maximum likelihood \| percentiles \| Schätztheorie \| Estimation theory \| Wahrscheinlichkeitsrechnung \| Probability theory \| Statistische Verteilung \| Statistical distribution \| Statistische Methodenlehre \| Statistical theory \| Maximum-Likelihood-Schätzung \| Maximum likelihood estimation