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A New Three-Parameter Weibull Inverse Rayleigh Distribution: Theoretical Development and Applications

机译:一个新的三参数Weibull逆Rayleigh分布:理论开发和应用

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In this work, a three-parameter Weibull Inverse Rayleigh (WIR) distribution is proposed. The new WIR distribution is an extension of a one-parameter Inverse Rayleigh distribution that incorporated a transformation of the Weibull distribution and Log-logistic as quantile function. The statistical properties such as quantile function, order statistic, monotone likelihood ratio property, hazard, reverse hazard functions, moments, skewness, kurtosis, and linear representation of the new proposed distribution were studied theoretically. The maximum likelihood estimators cannot be derived in an explicit form. So we employed the iterative procedure called Newton Raphson method to obtain the maximum likelihood estimators. The Bayes estimators for the scale and shape parameters for the WIR distribution under squared error, Linex, and Entropy loss functions are provided. The Bayes estimators cannot be obtained explicitly. Hence we adopted a numerical approximation method known as Lindley's approximation in other to obtain the Bayes estimators. Simulation procedures were adopted to see the effectiveness of different estimators. The applications of the new WIR distribution were demonstrated on three real-life data sets. Further results showed that the new WIR distribution performed credibly well when compared with five of the related existing skewed distributions. It was observed that the Bayesian estimates derived performs better than the classical method.
机译:在这项工作中,提出了一个三参数Weibull逆瑞利(WIR)分布。新的WIRS分布是一个一个参数逆rayleigh分布的扩展,该分布包含Weibull分布的转换和数量函数。从理论上研究了统计性质,如量子函数,秩序统计,单调似然比,危险,逆向危险功能,时刻,偏离,峰值和线性表示的新提出的分布。最大似然估计器不能以明确的形式派生。因此,我们雇用了令人迭代程序,称为牛顿拉文申方法以获得最大的似然估计。提供了平方误差,LINEX和熵损耗功能下线分布的距离和形状参数的贝叶斯估计。贝叶斯估计不能明确获得。因此,我们采用了一种称为Lindley的近似的数值近似方法,以获得贝叶斯估计。采用仿真程序来看看不同估计器的有效性。在三个现实生活数据集上证明了新的电线分布的应用。进一步的结果表明,与五个相关的现有偏斜分布相比,新的电线分布可靠地进行。观察到贝叶斯估计衍生的估计比经典方法更好。

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