A Note on Product Generalized Pearson Type VII Distribution.

Hafiz Muhammad Salman; Zafar Iqbal; Azeem Ali; Munir Ahmad

Author(s)

Hafiz Muhammad Salman National College of Business Administration and Economics, Lahore, Pakistan

Zafar Iqbal National College of Business Administration and Economics, Lahore, Pakistan

Azeem Ali National College of Business Administration and Economics, Lahore, Pakistan

Munir Ahmad National College of Business Administration and Economics, Lahore, Pakistan

Abstract

In this paper a product generalized Pearson (PGP) type VII distribution is proposed by taking the product of two generalized Pearson type VII probability densities functions (pdfs). Some properties of PGP type VII distribution are investigated including its pdf, cumulative distribution function (cdf), moments, hazard rate function, cumulative hazard rate function, survival function, mean residual function and their graphs, maximum likelihood estimators and their asymptotic variances and mixed random variables are derived. The characterization of PGP type VII distribution is presented through conditional expectation. A simulation study is used to find the estimates of parameters of PGP type VII distribution. Finally, an application of PGP type VII distribution to a real data set is shown.

Publication Details

Page(s) 211-227

DOI DOI not available

Published Journal: Pakistan Journal of Statistics, Volume: 34, Issue: 3, Year: 2018

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Keywords

maximum likelihood estimation, entropy, hazard rate function, cumulative function, asymptotic variance.

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