Statistical Properties and Estimation of Power-Transmuted Inverse Rayleigh Distribution

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 New Series. - New York : Exeley, ISSN 2450-0291. - Vol. 21.2020, 3, p. 93-107
Publisher:	New York : Exeley
Subject:	transmuted inverse Rayleigh \| mean residual life function \| maximum likelihood \| percentiles

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Type of publication:	Article
Type of publication (narrower categories):	Article
Language:	English
Other identifiers:	10.21307/stattrans-2020-046 [DOI] 1734643528 [GVK] hdl:10419/236796 [Handle] RePEc:exl:29stat:v:21:y:2020:i:3:p:93-107 [RePEc]
Source:	EconStor

Persistent link: https://www.econbiz.de/10012600260