标题：A new parametric lifetime model with modified chi-square type test for right censored validation, characterizations and different estimation methods
期刊名称：Pakistan Journal of Statistics and Operation Research
印刷版ISSN：2220-5810
出版年度：2021
卷号：17
期号：2
页码：399-425
DOI：10.18187/pjsor.v17i2.3631
语种：English
出版社：College of Statistical and Actuarial Sciences
摘要：A new three-parameter extension of the generalized Nadarajah-Haghighi model is introduced and studied. Some of its statistical properties are derived. Characterization results are presented. The failure rate can be "increasing", "decreasing", "bathtub", "upside-down", "upside-down-constant", "increasing-constant" or "constant". Different non-Bayesian estimation methods under uncensored scheme are considered. Numerical simulations are performed for comparing the estimation methods using different sample sizes. The censored Barzilai-Borwein algorithm is employed via a simulation study. Using the approach of the Bagdonavicius-Nikulin chi-square goodness-of-fit test for validation under the right censored data, we propose a modified chi-square goodness-of-fit test for the new model. Based on the maximum likelihood estimators on initial data, the modified Bagdonavicius-Nikulin chi-square goodness-of-fit test recovers the loss in information. The modified Bagdonavicius-Nikulin test for validation under the right censored data is applied to four real and right censored data sets. The new model is compared with many other competitive models by means of a real data set.
