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MODIFIED BETA GENERALIZED LINEAR FAILURE DISTRIBUTION: THEORY AND APPLICATIONS RATE

Author(s)
FARRUKH JAMAL Department of Statistics, The Islamia University Bahawalpur, Pakistan.
IBRAHIM ELBATAL Institute of Statistical Studies and Research (ISSR), Department of Mathematical Statistics, Cairo University, Egypt.
CHRISTOPHE CHESNEAU Department of Mathematics, LMNO, University of Caen-Normandie, Caen, France.
MOHAMMED ELGARHY Department of Mathematics and Statistics, University of Jeddah, Jeddah, Kingdom of Saudi Arabia.
AMAL S. HASSAN Institute of Statistical Studies and Research (ISSR), Department of Mathematical Statistics, Cairo University.
Abstract
In this paper we introduce a new comprehensive six-parameter distribution called the modi ed beta generalized linear failure rate distribution. One of the interest of this distribution is to generalize some well-known exible distributions discussed in the literature, such as (i) the beta linear failure rate distribution, (ii) the generalized linear failure rate distribution, (iii) the beta exponential distribution, (iv) the beta Rayleigh distribution and (v) the generalized exponential distribution, among others. We derive some of its statistical properties, including the moments, the moment generating function, the quantile function, the order statistics and the mean deviations. We propose the method of maximum likelihood for estimating the model parameters. A simulation study is performed in order to investigate the performance of the maximum likelihood estimators. A real data set is used to illustrate the importance and the flexibility of the new distribution.
Publication Details
Page(s) 21-48
DOI DOI not available
Published Journal: Journal of Prime Research in Mathematics, Volume: 15, Issue: 0, Year: 2019

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Keywords
Moments, Maximum likelihood estimation., Moment Generating function, generalized linear failure rate distribution, Modified beta distribution
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