A New Weighted Rayleigh Distribution: Properties and Applications on Lifetime Time Data

摘要

Rayleigh distribution (RD) has wide applications in many real life situations especially life testing, reliability analysis, medicines etc. In this paper a new weighted Rayleigh distribution named area-biased Rayleigh distribution (ARD) is introduced. Some mathematical properties of the (ARD) including cumulative distribution function, moments, skewness, kurtosis, median, mode, entropy, reliability measures as survival function and hazard function have been derived. Parameter of the ARD is estimated by method of moments (MOM), maximum likelihood (ML), and Bayesian. Properties of the estimators are developed. It is proved that the ML estimator attains the Cramer Rao lower bound. Applications of the ARD provided for some life time data sets. Kolmogorov Smirnov (K-S) test statistics is applied to check the good fit of the model.