Exponentiated Transmuted Generalized Rayleigh Distribution: A New Four Parameter Rayleigh Distribution

Ahmed Z. Afify; Zohdy M. Nofal; Abd El Hadi N. Ebraheim

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Exponentiated Transmuted Generalized Rayleigh Distribution: A New Four Parameter Rayleigh Distribution

Author(s)

Ahmed Z. Afify Department of Statistics, Mathematics and Insurance Benha University, Egypt

Zohdy M. Nofal Department of Statistics, Mathematics and Insurance Benha University, Egypt

Abd El Hadi N. Ebraheim Institute of Statistical Studies & Research, Cairo University, Egypt.

Abstract

This paper introduces a new four parameter Rayleigh distribution which generalizes the transmuted generalized Rayleigh distribution introduced by Merovci (2014). The new model is referred to as exponentiated transmuted generalized Rayleigh (ETGR) distribution. Various mathematical properties of the new model including ordinary and incomplete moments, quantile function, generating function and Rényi entropy are derived. We proposed the method of maximum likelihood for estimating the model parameters and obtain the observed information matrix. Two real data sets are used to compare the flexibility of the new model versus other models.

Publication Details

Page(s) 115-134

DOI DOI not available

Published Journal: Pakistan Journal of Statistics and Operation Research, Volume: 11, Issue: 1, Year: 2015

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Keywords

Order Statistics, Generating Function, maximum likelihood, Rényi Entropy, Moments of residual life, Exponentiated

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