Abstract

We introduce and study the Kumaraswamy Lindely Distribution (KLD) model, which has increasing, decreasing, upside-down bathtub and bathtub shaped hazard functions.. We perform a Monte Carlo simulation study to assess the finite sample behavior of the maximum likelihood estimates of the parameters. We define a new regression model based on the new distribution. The new regression was applied to data from the Egyptian stock exchange in the period of (2015-2019). Finally, we study some properties of regression Residual analysis The martingale residual, Deviance component residual.

Highlights

  • There are many researchers who have been exposed to the Kumaraswamy Lindley distribution to the proposed Kumrsawamy Lindely distribution (KLD)

  • Et al [5] devoted a generalized class of Kumaraswamy Lindley distribution with applications to lifetime data

  • We suggest appropriate link function to make a regression model that contributes with the KLD

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Summary

Introduction

There are many researchers who have been exposed to the Kumaraswamy Lindley distribution to the proposed Kumrsawamy Lindely distribution (KLD). Et al [10] presented a new generalized Lindley distribution. Et al [9] presented the Kumaraswamy normal linear regression model with applications. Cakmakyapan, et al [7] presented the Kumaraswamy Marshall-Olkin log-logistic distribution with application. Et al [22] presented the Poisson-Weibull regression model. Et al [17] presented the transmuted Geometric-Weibull distribution and its regression model. Et al [11] presented exponentiated Kumaraswamy-Weibull distribution with application to real data. Fachini-Gomes, et al [12] presented the Bivariate Kumaraswamy Weibull regression model. Et al [16] presented Kumaraswamy log-logistic Weibull distribution, model theory and application to. This paper presents a new regression model.

Lindley Distribution
Results and Discussion
Deviance component residual
Numerical study
Conclusions
Full Text
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