Odd Hyperbolic Cosine-FG Family of Lifetime Distributions

Autor: Omid Kharazmi, Ali Saadatinik, Morad Alizadeh, G. G. Hamedani
Jazyk: angličtina
Rok vydání: 2019
Předmět:
Zdroj: Journal of Statistical Theory and Applications (JSTA), Vol 18, Iss 4 (2019)
Druh dokumentu: article
ISSN: 12592323
2214-1766
DOI: 10.2991/jsta.d.191112.003
Popis: In the present paper, a new family of lifetime distributions is introduced via odd ratio function, the well-known concept in survival analysis and reliability engineering. Some important properties of the proposed model including survival function, quantile function, hazard function, order statistic are obtained in a general setting. A special case of this new family is taken up by considering exponential and Lindley models as the parent distributions. In addition, estimation of the unknown parameters of the special model will be examined from the perspective of the classic statistics. A simulation study is presented to investigate the bias and mean square error of the maximum likelihood estimators. Moreover, an example of real data set is studied; point and interval estimations of all parameters are obtained by maximum likelihood and bootstrap (parametric and non-parametric) procedures. Finally, the superiority of the proposed model in terms of the parent exponential distribution over other fundamental statistical distributions is shown via the example of real observations.
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