Unit Nadarajah-Haghighi Generated Family of Distributions: Properties and Applications

Suleman Nasiru (), Abdul Ghaniyyu Abubakari and John Abonongo
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Suleman Nasiru: University for Development Studies
Abdul Ghaniyyu Abubakari: University for Development Studies
John Abonongo: University for Development Studies

Sankhya A: The Indian Journal of Statistics, 2022, vol. 84, issue 2, No 3, 450-476

Abstract: Abstract The unit Nadarajah-Haghighi (UNH) class of distributions was developed and its statistical properties investigated in this study. The generator was used to develop the UNH Weibull and UNH log-logistic distributions. For some given parameter values it was realized that the density and failure rate functions of the UNH Weibull and UNH log-logistic distributions can exhibit different kinds of shapes making the distributions suitable for modeling dataset that exhibit some of these shapes. Monte Carlo simulations were performed to examine how the maximum likelihood estimators and ordinary least squares estimators perform with regard to estimating the parameters of the distributions and the results indicated that the maximum likelihood performs better than the ordinary least squares. Applications of the UNH Weibull distribution revealed that it can provide good parametric fit to given datasets.

Keywords: Nadarajah-Haghighi; Weibull; Log-logistic; Extreme order statistics; Limiting distribution; Simulations (search for similar items in EconPapers)
Date: 2022
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DOI: 10.1007/s13171-020-00203-6

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