期刊名称：Pakistan Journal of Statistics and Operation Research
印刷版ISSN：2220-5810
出版年度：2015
卷号：11
期号：1
页码：115-134
DOI：10.18187/pjsor.v11i1.873
语种：English
出版社：College of Statistical and Actuarial Sciences
摘要：This paper introduces a new four parameter Rayleigh distribution as a generalization of the transmuted generalized Rayleigh distribution introduced by Merovci (2014). The new distribution is referred to as exponentiated transmuted generalized Rayleigh distribution (ETGRD). Various structural properties of the new distribution including moments, quantiles, moment generating function and RØnyi entropy of the subject distribution are derived. We proposed the method of maximum likelihood for estimating the model parameters and obtain the observed information matrix. A two real data sets are used to compare the exibility of the new model versus its sub models.
其他摘要：This paper introduces a new four parameter Rayleigh distribution as a generalization of the transmuted generalized Rayleigh distribution introduced by Merovci (2014). The new distribution is referred to as exponentiated transmuted generalized Rayleigh distribution (ETGRD). Various structural properties of the new distribution including moments, quantiles, moment generating function and RØnyi entropy of the subject distribution are derived. We proposed the method of maximum likelihood for estimating the model parameters and obtain the observed information matrix. A two real data sets are used to compare the exibility of the new model versus its sub models.
关键词：Exponentiated; Reliability Function; Moment Generating Function; RØnyi Entropy; Moments of residual life; Order Statistics; Maximum Likelihood Estimation
