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Author
Hassan Amal S. (Cairo University, Egypt), Assar Salwa M. (Cairo University, Egypt), Abdelghaffar Ahmed M. (Central Bank of Egypt, Egypt)
Title
Statistical Properties and Estimation of Power-Transmuted Inverse Rayleigh Distribution
Source
Statistics in Transition, 2020, vol. 21, nr 3, s. 93-107, rys., tab., bibliogr. s. 106-107
Keyword
Rozkład prawdopodobieństwa, Estymacja, Testy zgodności rozkładów
Probability distributions, Estimation, Goodness-of-fit tests
Note
summ.
Abstract
A three-parameter continuous distribution is constructed, using a power transformation related to the transmuted inverse Rayleigh (TIR) distribution. A comprehensive account of the statistical properties is provided, including the following: the quantile function, moments, incomplete moments, mean residual life function and Rényi entropy. Three classical procedures for estimating population parameters are analysed. A simulation study is provided to compare the performance of different estimates. Finally, a real data application is used to illustrate the usefulness of the recommended distribution in modelling real data. (original abstract)
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ISSN
1234-7655
Language
eng
URI / DOI
http://dx.doi.org/10.21307/stattrans-2020-046
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