期刊名称:Journal of Statistical Theory and Applications (JSTA)
电子版ISSN:1538-7887
出版年度:2013
卷号:12
期号:2
页码:131-146
DOI:10.2991/jsta.2013.12.2.1
语种:English
出版社:Atlantis Press
摘要:The modeling and analysis of lifetimes is an important aspect of statistical work in a wide variety of scientific and technological fields. For the first time, the called Kumaraswamy Pareto distribution, is introduced and studied. The new distribution can have a decreasing and upside-down bathtub failure rate function depending on the values of its parameters. It includes as special sub-models the Pareto and exponentiated Pareto (Gupta et al., 1998) distributions. Some structural properties of the proposed distribution are studied including explicit expressions for the moments and generating function. We provide the density function of the order statistics and obtain their moments. The method of maximum likelihood is used for estimating the model parameters and the observed information matrix is derived. A real data set is used to compare the new model with widely known distributions
关键词:Hazard function; Kumaraswamy distribution; moments; maximum likelihood estimation; Pareto distribution.