On the Generalized Odd Transmuted Two-Sided Class of Distributions

Omid Kharazmi (), Mansour Zargar and Masoud Ajami
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Omid Kharazmi: Vali-e-Asr University of Rafsanjan
Mansour Zargar: Vali-e-Asr University of Rafsanjan
Masoud Ajami: Vali-e-Asr University of Rafsanjan

Statistica, 2020, vol. 80, issue 4, 439-467

Abstract: In this paper, a general class of two-sided lifetime distributions is introduced via odd ratio function, the well-known concept in survival analysis and reliability engineering. Some statistical and reliability properties including survival function, quantiles, moments function, asymptotic and maximum likelihood estimation are provided in a general setting. A special case of this new family is taken up by considering the exponential model as the parent distribution. Some characteristics of this specialized model and also a discussion associated with survival regression are provided. A simulation study is presented to investigate the bias and mean square error of the maximum likelihood estimators. Moreover, two examples of real data sets are studied; point and interval estimations of all parameters are obtained by maximum likelihood and bootstrap (parametric and non-parametric) procedures. Finally, the superiority of the proposed model over some common statistical distributions is shown through the different criteria for model selection including loglikelihood values, Akaike information criterion and Kolmogorov-Smirnov test statistic values.

Keywords: Hazard rate function; Survival function; Maximum likelihood estimation; Odd ratio function; Regression (search for similar items in EconPapers)
Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:bot:rivsta:v:80:y:2020:i:4:p:439-467

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