Author(s):
1. Wahhab Salim Mohammed:
Department of Statistics, College of Administration and Economics, Diyala University, Iraq.
2. Rania H. M. Abdelkhalek:
Department of Statistics, Mathematics and Insurance, Benha University, Egypt.
3. S. I. Ansari:
Department of Statistics, Faculty of Science, University of Tabuk, Tabuk, Kingdom of Saudi Arabia.
Abstract:
A new univariate extension of the Inverse Rayleigh distribution is proposed and studied. Some of its fundamental statistical properties such as some stochastic properties, ordinary and incomplete moments, moments generating functions, residual life and reversed residual life functions, order statistics, quantile spread ordering, Rényi, Shannon and q-entropies are derived. A simple type Copula based construction via Morgenstern family and via Clayton copula is employed to derive many bivariate and multivariate extensions of the new model. We assessed the performance of the maximum likelihood estimators using a simulation study. The importance of the new model is shown via two applications to real data sets.
Page(s):
921-939
DOI:
DOI not available
Published:
Journal: Pakistan Journal of Statistics and Operation Research, Volume: 15, Issue: 4, Year: 2019
Keywords:
Simulation
,
Copula
,
modeling
,
Clayton Copula
,
Inverse Rayleigh Model
,
Entropies
,
Wright Generalized Hypergeometric Function
,
Morgenstern Family
References:
References are not available for this document.
Citations
Citations are not available for this document.