Marshall-Olkin Lehmann Lomax Distribution: Theory, Statistical Properties, Copulas and Real Data Modeling
| Autor: | Mohamed Aboraya |
|---|---|
| Rok vydání: | 2021 |
| Předmět: |
Statistics and Probability
02 engineering and technology Management Science and Operations Research 01 natural sciences Data modeling 010104 statistics & probability Modeling and Simulation 0202 electrical engineering electronic engineering information engineering Statistics::Methodology Applied mathematics 020201 artificial intelligence & image processing Lomax distribution 0101 mathematics Statistics Probability and Uncertainty Mathematics |
| Zdroj: | Pakistan Journal of Statistics and Operation Research. :509-530 |
| ISSN: | 2220-5810 1816-2711 |
| DOI: | 10.18187/pjsor.v17i2.3732 |
| Popis: | In this work, a new four-parameter lifetime probability distribution called the Marshall-Olkin Lehmann Lomax distribution is defined and studied. The density function of the new distribution "asymmetric right skewed" and "symmetric" and the corresponding hazard rate can be monotonically increasing, increasing-constant, constant, upside down and monotonically decreasing. The coefficient of skewness can be negative and positive. We derive some new bivariate versions via Farlie Gumbel Morgenstern family, modified Farlie Gumbel Morgenstern family, Clayton Copula and Renyi's entropy.The method of maximum likelihood is used to estimate the unknown parameters. Using "biases" and "mean squared errors", a simulation study is performed for assessing the finite behavior of the maximum likelihood estimators. |
| Databáze: | OpenAIRE |
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