Abstract

The recent exponentiated generalized linear exponential distribution is a generalization of the generalized linear exponential distribution and the exponentiated generalized linear exponential distribution. In this paper, we study some statistical properties of this distribution such as negative moments, moments of order statistics, mean residual lifetime, and their asymptotic distributions for sample extreme order statistics. Different estimation procedures include the maximum likelihood estimation, the corrected maximum likelihood estimation, the modified maximum likelihood estimation, the maximum product of spacing estimation, and the least squares estimation are compared via a Monte Carlo simulation study in terms of their biases, mean squared errors, and their rates of obtaining reliable estimates. Recommendations are made from the simulation results and a numerical example is presented to illustrate its use for modeling a rainfall data from Orlando, Florida.

Highlights

  • When β = 1, the distribution is reduced to the generalized linear exponential distribution (GLED) (Mahmoud and Alam [2]), and when λ3 = 0, it reduced to the exponentiated generalized linear exponential distribution (EGLED)

  • We study some statistical properties of this distribution such as negative moments, moments of order statistics, mean residual lifetime, and their asymptotic distributions for sample extreme order statistics

  • Let X1, . . . , Xn be a random sample from the new exponentiated generalized linear exponential distribution (NEGLED)(λ1, λ2, λ3, α, β)

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Summary

Introduction

Poonia and Azad [1] studied a new exponentiated generalized linear exponential distribution (NEGLED) with cumulative distribution density function (CDF). Poonia and Azad [1] have shown in the graphs that the distribution has decreasing, decreasing-increasing type, right-skewed, unimodal or bimodal probability density function (PDF) and increasing, decreasing or bathtub shaped hazard rate They discussed the statistical properties such as moments, quantiles, order statistics, hazard rate function (HRF), stress–strength parameter, and investigated the estimation of the parameters using the maximum likelihood estimation (MLE) method. For some distributions in which the origin is unknown, such as the lognormal, gamma, and Weibull distributions, maximum likelihood estimation can break down This difficulty can arise in the case of the GLED or NEGLED and has not been addressed in the work of Mahmoud and Alam [2] and Poonia and Azad [1].

Some Mathematical Properties
Some Statistical Properties
Negative Moments
Moments of Order Statistics
Mean Residual Lifetime
Asymptotic Distributions
Maximum Likelihood Estimation
Corrected Maximum Likelihood Estimation
Maximum Product of Spacing Estimation
Least Squares Estimation
Simulation Study
Illustrative Example
Method
Conclusions
Full Text
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