Abstract

Statistical analysis of lifetime data is a significant topic in social sciences, engineering, reliability, biomedical and others. We use the generalized weighted exponential distribution, as a generator to introduce a new family called generalized weighted exponential-G family, and apply this new generator to provide a new distribution called generalized weighted exponential gombertez distribution. We investigate some of its properties, moment generating function, moments, conditional moments, mean residual lifetime, mean inactivity time, strong mean inactivity time, Rényi entropy, Lorenz curves and Bonferroni. Furthermore, in this model, we estimate the parameters by using maximum likelihood method. We apply this model to a real data-set to show that the new generated distribution can produce a better fit than other classical lifetime models.

Highlights

  • There is a rising interest in the introduction of new generators for univariate continuous families of distributions by adding one or more additional shape parameter(s) to the baseline distribution

  • We investigate some of its properties, moment generating function, moments, conditional moments, mean residual lifetime, mean inactivity time, strong mean inactivity time, Rényi entropy, Lorenz curves and Bonferroni

  • The aim of this paper is to introduce a new family of distributions generated by generalized weighted exponential (GWE) distribution

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Summary

Introduction

There is a rising interest in the introduction of new generators for univariate continuous families of distributions by adding one or more additional shape parameter(s) to the baseline distribution. The aim of this paper is to introduce a new family of distributions generated by generalized weighted exponential (GWE) distribution. The proposed GWE-G distribution provides WE-G and TWE-G distributions as its sub-models. We study the properties of a special case of this family, when G (⋅) is the CDF of the Gompertz distribution. In this case, the random variable X is said to have the generalized weighted exponential-Gompertz (GWE-G) distribution.

Generalized Weighted Exponential-G Family
Generalized Weighted Exponential-Gompertz Distribution
Expansion for the CDF
Expansion for the PDF
Statistical Properties
Central Moments and Cumulants
Rényi Entropy
Mean Inactivity and Strong Mean Inactivity Time
Estimation and Inference
Real Data Application
10. Conclusion

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