Abstract

In this paper, we introduce a new distribution generated by an integral transform of the probability density function of the weighted exponential distribution. This distribution is called the weighted exponential-Gompertz (WE-G). Its hazard rate function can be increasing and bathtub-shaped. Several statistical properties of the new model are obtained, such as moment generating function, moments, conditional moments, mean inactivity time, mean residual lifetime and Rényi entropy. The maximum likelihood estimation of unknown parameters is introduced. A real data application demonstrates the performance of the new model.

Highlights

  • Numerous extended distributions have been extensively used over the last decades for modelling data in several areas

  • We provide a new family of distributions generated by the weighted exponential distribution

  • We introduce a new family of distributions generated by an integral transform of the pdf of a random variable T which follows weighted exponential (WE) distribution

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Summary

Introduction

Numerous extended distributions have been extensively used over the last decades for modelling data in several areas. Zografos and Balakrishnan [2] have presented a new family of distributions generated by a gamma random variable We introduce a new family of distributions generated by an integral transform of the pdf of a random variable T which follows WE distribution. Motivation 4: Substituting α = 1 in Equation (7), we obtained the pdf of the generalized transmuted-G family with parameters (λ = 1, a = b = β) proposed by Nofal et al [6] as f (x) = 2 β g(x; ζ ) Gβ−1(x; ζ )(1 − Gβ (x; ζ )). 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 weighted exponential-Gompertz distribution.

Weighted exponential-Gompertz distribution
Expansion for the cdf
Expansion for the pdf
Mean inactivity time function
Residual lifetime function
Rényi entropy
Order statistics
Estimation and inference
Data application
10. Concluding remarks
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