Transmuted Generalized Inverse Weibull Distribution

摘要

A five parameter generalization of the generalized Inverse Weibull distribution, called the transmuted generalized Inverse Weibull distribution is introduced in this article. The new transmuted generalized Inverse Weibull distribution developed using the quadratic rank transmutation map studied by Shaw et al. [19]. It includes as special sub-models, the transmuted generalized Inverse exponential, transmuted generalized Inverse Rayleigh and transmuted Inverse Weibull distributions. A comprehensive account of the mathematical properties of the new distribution is provided. We derive the moments, moment generating function, entropy, mean deviation, Bonferroni and Lorenz curves and examine the order statistics. We propose the method of maximum likelihood for estimating the model parameters and obtain the observed information matrix.