Inference on a four-parameter generalized weighted exponential distribution

Author:

Kazemi Ramin1,Kohansal Akram1,Fallah Afshin1,Nasiri Fariba2

Affiliation:

1. Department of Statistics, Imam Khomeini International University, Qazvin, Iran

2. nema

Abstract

In this paper, we introduce a flexible extension of the generalized weighted exponential distribution which is called four-parameter generalized weighted exponential (FGWE) distribution. Theoretical properties of this model including the mode, median, moment generator function, moments, mean deviations, mean residual life, coefficients of skewness and kurtosis, hazard function, survival function, Bonferroni and Lorenz curves, reliability probability, entropy measures and stochasting ordering are derived and studied in details. We develop the maximum likelihood estimators of the unknown parameters and their corresponding asymptotic confidence intervals. A simulation study and a real world application are also worked out to assess the maximum likelihood estimators and to illustrate the applicability of the proposed distribution in practice.

Publisher

National Library of Serbia

Subject

General Mathematics

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