Exponential Transformed Inverse Rayleigh Distribution: Statistical Properties and Different Methods of Estimation

IF 0.6 Q4 STATISTICS & PROBABILITY

Austrian Journal of Statistics Pub Date : 2022-08-26 DOI:10.17713/ajs.v51i4.1338

P. Banerjee, Shreya Bhunia

引用次数: 3

Abstract

In this article a generalization of the inverse Rayleigh distribution has been addressed by using DUS transformation, named as Exponential Transformed Inverse Rayleigh (ETIR) distribution. Some of the statistical properties of this newly proposed distribution like mode, quantiles, moment, moment generating function, survival and hazard rate function have been studied comprehensively. To estimate the parameter of this distribution, four different estimation procedures, such as maximum likelihood estimation (MLE), maximum product spacing method (MPS), least square method (LSE) and weighted least square method (WLSE) are briefly discussed. Performance of these estimates are compared using extensive simulations. As an application point of view the model superiority is verified through two real datasets.

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指数变换逆瑞利分布:统计性质和不同的估计方法

本文利用DUS变换对Rayleigh逆分布进行了推广，称为指数变换逆Rayleigh (ETIR)分布。本文对该新提出的分布的一些统计性质，如模态、分位数、矩、矩生成函数、生存和危险率函数等进行了全面的研究。为了估计该分布的参数，简要讨论了四种不同的估计方法，即最大似然估计(MLE)、最大积间距法(MPS)、最小二乘法(LSE)和加权最小二乘法(WLSE)。使用广泛的模拟比较了这些估计的性能。从应用的角度出发，通过两个实际数据集验证了该模型的优越性。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Austrian Journal of Statistics STATISTICS & PROBABILITY-

CiteScore

1.10

自引率

0.00%

发文量

审稿时长

24 weeks

期刊介绍： The Austrian Journal of Statistics is an open-access journal (without any fees) with a long history and is published approximately quarterly by the Austrian Statistical Society. Its general objective is to promote and extend the use of statistical methods in all kind of theoretical and applied disciplines. The Austrian Journal of Statistics is indexed in many data bases, such as Scopus (by Elsevier), Web of Science - ESCI by Clarivate Analytics (formely Thompson & Reuters), DOAJ, Scimago, and many more. The current estimated impact factor (via Publish or Perish) is 0.775, see HERE, or even more indices HERE. Austrian Journal of Statistics ISNN number is 1026597X Original papers and review articles in English will be published in the Austrian Journal of Statistics if judged consistently with these general aims. All papers will be refereed. Special topics sections will appear from time to time. Each section will have as a theme a specialized area of statistical application, theory, or methodology. Technical notes or problems for considerations under Shorter Communications are also invited. A special section is reserved for book reviews.