Statistical analysis of the Lomax–Logarithmic distribution
| Autor: | Bander Al-Zahrani, Hanaa Sagor |
|---|---|
| Rok vydání: | 2014 |
| Předmět: |
Statistics and Probability
Exponential-logarithmic distribution Applied Mathematics Order statistic Asymptotic distribution Estimator Probability density function Logarithmic distribution Modeling and Simulation Statistics Applied mathematics Lomax distribution Statistics Probability and Uncertainty Weibull distribution Mathematics |
| Zdroj: | Journal of Statistical Computation and Simulation. 85:1883-1901 |
| ISSN: | 1563-5163 0094-9655 |
| DOI: | 10.1080/00949655.2014.907800 |
| Popis: | In this paper we introduce a three-parameter lifetime distribution following the Marshall and Olkin [New method for adding a parameter to a family of distributions with application to the exponential and Weibull families. Biometrika. 1997;84(3):641–652] approach. The proposed distribution is a compound of the Lomax and Logarithmic distributions (LLD). We provide a comprehensive study of the mathematical properties of the LLD. In particular, the density function, the shape of the hazard rate function, a general expansion for moments, the density of the rth order statistics, and the mean and median deviations of the LLD are derived and studied in detail. The maximum likelihood estimators of the three unknown parameters of LLD are obtained. The asymptotic confidence intervals for the parameters are also obtained based on asymptotic variance–covariance matrix. Finally, a real data set is analysed to show the potential of the new proposed distribution. |
| Databáze: | OpenAIRE |
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