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A Unified Approach for Generalizing Some Families of Probability Distributions, with Applications to Reliability Theory
Author(s):
1. Ahmed. A. Fattah: Department of mathematical statistics Institute of Statistical Studies & Research, Cairo University, Egypt
2. A-hadi N. Ahmed: Department of mathematical statistics Institute of Statistical Studies & Research, Cairo University, Egypt
Abstract:
In this paper, we propose a new method for generating families of continuous distributions based on the star-shaped property which grantees the existences of some well know properties for the generated classes and distributions for any non-negative random variables. We refer to the new class as the composed- generator or shortly ( - ) generator. We study some mathematical properties of the new family. Some special families and sub-models from the - generator are discussed. To examine the performance of our new generator and the generated models in fitting several data we use two real sets of data; censored and uncensored then comparing the fitting of a new produced model called composed- Lomax Weibull )with some well-known models, which provides the best fit to all of the data. A simulation has been performed to assess the behavior of the maximum likelihood estimates of the parameters under the finite samples.
Page(s): 253-273
DOI: DOI not available
Published: Journal: Pakistan Journal of Statistics and Operation Research, Volume: 14, Issue: 2, Year: 2018
Keywords:
moment generating function , Inversion , Survival Function , Star Shaped
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