Modified Weighted Rayleigh Distribution and Its Bivariate Extension

Abstract

In this paper, a new version of weighted Rayleigh distribution is constructed and studied. The statistical properties of the new distribution including the behavior of hazard and reversed hazard functions, moments, the central moments, moment generating function, mean, variance, coefficient of skewness, coefficient of kurtosis, median, mode, quantiles, stochastic ordering, exact information matrix and order statistics are also obtained, a simulation study and real data applications are performed.  Furthermore, a bivariate extension of the new distribution called the bivariate modified Rayleigh (BMWR) distribution is introduced. The proposed bivariate distribution is of type Farlie–Gumbel–Morgenstern (FGM) copula. The BMWR distribution has modified weighted Rayleigh marginal distributions. The joint cumulative distribution function, the joint survival function, the joint probability density function, the joint hazard rate function and the statistical properties of the BMWR distribution are also derived.