指数分布族幂变换的一种广义形式及其性质及应用

IF 1.1 Q3 STATISTICS & PROBABILITY Pakistan Journal of Statistics and Operation Research Pub Date : 2022-09-07 DOI:10.18187/pjsor.v18i3.3883
Seema Chettri, Bhanita Das, Imliyangba Imliyangba, P. Hazarika
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引用次数: 0

摘要

本文基于Elbatal et al.(2019)的new alpha power transformation (NAPT)方法,提出了一种新的广义分布族,即new alpha power Exponential (NAPE)分布。得到了该分布的各种统计性质,包括矩、不完全矩、条件矩、概率加权矩、分位数函数、残差和反残差寿命函数、应力-强度参数、熵和阶统计量。还得到了一些具体参数值的NAPE分布的百分比。本文采用极大似然估计(MLE)方法对NAPE分布参数进行估计。进行了模拟研究,以评估和执行均方误差(MSEs)和偏差估计参数的行为。最后,通过对三个实际数据集的分析,说明了该模型的有效性和灵活性。
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A Generalized Form of Power Transformation on Exponential Family of Distribution with Properties and Application
In this paper, we proposed a new generalized family of distribution namely new alpha power Exponential (NAPE) distribution based on the new alpha power transformation (NAPT) method by Elbatal et al. (2019). Various statistical properties of the proposed distribution are obtained including moment, incomplete moment, conditional moment, probability weighted moments (PWMs), quantile function, residual and reversed residual lifetime function, stress-strength parameter, entropy and order statistics. The percentage point of NAPE distribution for some specific values of the parameters is also obtained. The method of maximum likelihood estimation (MLE) has been used for estimating the parameters of NAPE distribution. A simulation study has been performed to evaluate and execute the behavior of the estimated parameters for mean square errors (MSEs) and bias.  Finally, the efficiency and flexibility of the new proposed model are illustrated by analyzing three real-life data sets.
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来源期刊
CiteScore
3.30
自引率
26.70%
发文量
53
期刊介绍: Pakistan Journal of Statistics and Operation Research. PJSOR is a peer-reviewed journal, published four times a year. PJSOR publishes refereed research articles and studies that describe the latest research and developments in the area of statistics, operation research and actuarial statistics.
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