Statistical Properties and Estimation of Power-Transmuted Inverse Rayleigh Distribution

Hassan Amal S. (), Assar Salwa M. () and Abdelghaffar Ahmed M. ()
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Hassan Amal S.: Department of Mathematical Statistics, Faculty of Graduate Studies for Statistical Research, Cairo University, Cairo, Egypt .
Assar Salwa M.: Department of Mathematical Statistics, Faculty of Graduate Studies for Statistical Research, Cairo University, Cairo, Egypt .
Abdelghaffar Ahmed M.: Central Bank of Egypt, Cairo, Egypt .

Statistics in Transition New Series, 2020, vol. 21, issue 3, 93-107

Abstract: A three-parameter continuous distribution is constructed, using a power transformation related to the transmuted inverse Rayleigh (TIR) distribution. A comprehensive account of the statistical properties is provided, including the following: the quantile function, moments, incomplete moments, mean residual life function and Rényi entropy. Three classical procedures for estimating population parameters are analysed. A simulation study is provided to compare the performance of different estimates. Finally, a real data application is used to illustrate the usefulness of the recommended distribution in modelling real data.

Keywords: transmuted inverse Rayleigh; mean residual life function; maximum likelihood; percentiles. (search for similar items in EconPapers)
Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:vrs:stintr:v:21:y:2020:i:3:p:93-107:n:7

DOI: 10.21307/stattrans-2020-046

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