The beta generalized Rayleigh distribution with applications to lifetime data

Gauss Cordeiro (), Cláudio Cristino (), Elizabeth Hashimoto () and Edwin Ortega ()

Statistical Papers, 2013, vol. 54, issue 1, 133-161

Abstract: For the first time, we propose a new distribution so-called the beta generalized Rayleigh distribution that contains as special sub-models some well-known distributions. Expansions for the cumulative distribution and density functions are derived. We obtain explicit expressions for the moments, moment generating function, mean deviations, Bonferroni and Lorenz curves and densities of the order statistics and their moments. We estimate the parameters by maximum likelihood and provide the observed information matrix. The usefulness of the new distribution is illustrated through two real data sets that show that it is quite flexible in analyzing positive data instead of the generalized Rayleigh and Rayleigh distributions. Copyright Springer-Verlag 2013

Keywords: Beta generalized distribution; Generalized Rayleigh distribution; Information; Maximum likelihood estimation; Moment; Rayleigh (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (7)

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DOI: 10.1007/s00362-011-0415-0

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