Inverse Gompertz Distribution: Properties and Different Estimation Methods with Application to Complete and Censored Data

M. S. Eliwa (), M. El-Morshedy () and Mohamed Ibrahim ()
Additional contact information
M. S. Eliwa: Mansoura University
M. El-Morshedy: Mansoura University
Mohamed Ibrahim: Damietta University

Annals of Data Science, 2019, vol. 6, issue 2, No 9, 339 pages

Abstract: Abstract In this article, we introduce inverse Gompertz distribution with two parameters. Some statistical properties are presented such as hazard rate function, quantile, probability weighted (moments), skewness, kurtosis, entropies function, mean residual lifetime and mean inactive lifetime. The model parameters are estimated by the method of maximum likelihood, bootstrap, least squares, weighted least squares and Cramér-von Mises. Further, Monte Carlo simulations are carried out to compare the long-run performance of the estimators based on complete and type II right censored data. Finally, we estimate the parameters based on behavioral sciences data and fatigue life of 10 bearing of a certain type in hours censored data, which explain that the model fits the data better than some models.

Keywords: Gompertz distribution; Hazard rate function; Estimation Methods; Censored data (search for similar items in EconPapers)
Date: 2019
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://link.springer.com/10.1007/s40745-018-0173-0 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:aodasc:v:6:y:2019:i:2:d:10.1007_s40745-018-0173-0

Ordering information: This journal article can be ordered from
https://www.springer ... gement/journal/40745

DOI: 10.1007/s40745-018-0173-0

Access Statistics for this article

Annals of Data Science is currently edited by Yong Shi

More articles in Annals of Data Science from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().