×

Generalized modified inverse Weibull distribution: its properties and applications. (English) Zbl 1465.62041

Summary: In this paper, we introduce a new useful continuous distribution called generalized modified inverse Weibull distribution. This distribution is a four-parameter extension of the modified inverse Weibull which generalizes some well-known distributions. Various statistical and probabilistic properties are derived such as \(r^{\text{th}}\) moment, moment generating function, Renyi and Shannon entropies and hazard rate function. We also discuss estimation of the parameters by maximum likelihood and provide the information matrix. The likelihood ratio order (which implies the hazard rate and usual stochastic orders) between smallest order statistics from two independent heterogeneous samples of this new family are discussed. Finally, a real numerical example is also considered for illustrative purposes.

MSC:

62E15 Exact distribution theory in statistics
62G30 Order statistics; empirical distribution functions
62N05 Reliability and life testing
Full Text: DOI

References:

[1] Aarset, M., How to identify bathtub hazard rate, IEEE Trans. Reliab., 36, 106-108 (1987) · Zbl 0625.62092
[2] Aho, K.; Derryberry, D.; Peterson, T., Model selection for ecologists: the world views of AIC and BIC, Ecology, 95, 631-636 (2014)
[3] Ang, A.H.S. and Tang, W.H. (1984). Probability Concepts in Engineering Planning and Design, vol. 2: Decision, Risk, and Reliability, 1st edn., Wiley, Language: English, ISBN-10: 0471032018, ISBN-13: 978-0471032014.
[4] Aryal, GR; Tsokos, CP, Transmuted weibull distribution: a generalization of the weibull probability distribution, Eur. J. Pure Appl. Math., 4, 2, 89-102 (2011) · Zbl 1389.62150
[5] Bebbington, M.; Lai, CD; Zitikis, R., A flexible Weibull extension, Reliab. Eng. Syst. Saf., 92, 719-726 (2007)
[6] Carrasco, JMF; Ortega, MME, A generalized modified Weibull distribution for lifetime modeling, Comput. Stat. Data Anal., 53, 450-462 (2008) · Zbl 1231.62015
[7] Chen, G.; Balakrishnan, N., A general purpose approximate goodness-of-fit test, J. Qual. Technol., 27, 154-161 (1995)
[8] Corless, RM; Gonnet, GH; Hare, DEG; Jeffrey, DJ; Knuth, DE, On the lambert w function, Adv. Comput. Math., 5, 329-359 (1996) · Zbl 0863.65008
[9] Crooks, G.E. (2010). The Amoroso Distribution. arXiv:1005.3274 [math.ST].
[10] Elbatal, I.; Muhammed, HZ, Exponentiated generalized inverse Weibull distribution, Appl. Math. Sci., 8, 3997-4012 (2014)
[11] Folks, JL; Chhikara, R., The inverse gaussian distribution and its statistical application-a review, Journal of the Royal Statistical Society B, 40, 263-289 (1978) · Zbl 0408.62011
[12] James, V.D., James, R. and Holli, A. (2011). Fundamentals of mathematics. Brooks cole, language: english, ISBN-10: 0538497971, ISBN-13: 978-0538497978.
[13] Johnson, NL; Kotz, S.; Balakrishan, N., Continuous Univariate Distributions, 1 (1995), New York: Wiley, New York · Zbl 0821.62001
[14] Khan, MS; Robert, K., Modified inverse weibull distribution, Journal of Statistics Applications and Probability, 2, 115-132 (2012)
[15] Khan, MS; Pasha, GR; Pasha, AH, Theoretical analysis of inverse Weibull distribution, Wseas Transactions on Mathematics, 7, 1109-2769 (2008)
[16] Khan, MS; Robert, K.; Irene, LH, Characterisations of the transmuted inverse Weibull distribution, Journal of the Australian Mathematical Society. Series B. Applied Mathematics, 55, 197-217 (2014) · Zbl 06866967
[17] Keller, A.Z. and Kamath, A.R.R. (1982). Alternative reliability models for mechanical systems. In: Proceeding of the 3rd International Conference on Reliability and Maintainability, pp. 411-415.
[18] Müller, A.; Stoyan, D., Comparison Methods for Stochastic Models and Risks (2002), New York: Wiley, New York · Zbl 0999.60002
[19] Renyi, A. (1961). On measures of information and entropy. In: Proceedings of the fourth Berkeley Symposium on Mathematics, Statistics and Probability, pp. 547-561. · Zbl 0106.33001
[20] Shaked, M.; Shanthikumar, JG, Stochastic Orders (2007), New York: Springer, New York · Zbl 1111.62016
[21] Shannon, CE, A mathematical theory of communication, Bell Syst. Tech. J., 27, 379-423 (1948) · Zbl 1154.94303
[22] Soliman, A.; Amin, EA; Abd-El Aziz, AA, Estimation and prediction from inverse Rayleigh distribution based on lower record values, Appl. Math. Sci., 4, 3057-4066 (2010) · Zbl 1230.62027
[23] Stanley, RP, Enumerative Combinatorics, 1 (2011), Cambridge: Cambridge University Press, Cambridge
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.