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A NEW GENERALIZATION OF RAYLEIGH DISTRIBUTION: PROPERTIES AND APPLICATIONS
Author(s):
1. A. A. Bhat: Department of Statistics, University of Kashmir, Srinagar, India.
2. S.P. Ahmad: Department of Statistics, University of Kashmir, Srinagar, India.
Abstract:
In this research article, we formulate a new lifetime probability model, named Power Rayleigh distribution (PRD). Numerous significant properties of PRD are acquired including moments, moment generating function, hazard rate, mean residual life, order statistics and quantiles. The stochastic ordering of random variables has also been established. The expression for four different measures of entropy viz., Shannon entropy, Renyi entropy, beta entropy and Mathai and Haubold entropy are also obtained. Maximum likelihood estimation procedure is employed to estimate the unknown parameters. In addition, the practical importance of PRD is illustrated by means of two real data sets.
Page(s): 225-250
DOI: DOI not available
Published: Journal: Pakistan Journal of Statistics, Volume: 36, Issue: 3, Year: 2020
Keywords:
Order Statistics , entropy , Rayleigh distribution , Statistical Properties , Stochastic Ordering , Maximum likelihood estimation , Power Rayleigh Distribution
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