A new reciprocal Rayleigh extension: properties, copulas, different methods of estimation and a modified right-censored test for validation

Yousof Haitham M. (), Masoom Ali M. (), Goual Hafida () and Ibrahim Mohamed ()
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Yousof Haitham M.: Department of Statistics, Mathematics and Insurance, Faculty of Commerce, Benha University, Benha, 13518, Egypt .
Masoom Ali M.: Department of Mathematical Sciences Ball State University, Muncie, Indiana, 47306, United States .
Goual Hafida: Laboratory of Probability and Statistics, University of Badji Mokhtar, Annaba, Algeria .
Ibrahim Mohamed: Department of Applied, Mathematical and Actuarial Statistics, Faculty of Commerce, Damietta University, Damietta, Egypt .

Statistics in Transition New Series, 2021, vol. 22, issue 3, 99-121

Abstract: In this article, a new reciprocal Rayleigh extension called the Xgamma reciprocal Rayleigh model is defined and studied. The relevant statistical properties are derived, and the useful results related to the convexity and concavity are addressed. We discussed the estimation of the parameters using different estimation methods such as the maximum likelihood estimation method, the ordinary least squares estimation method, the weighted least squares estimation method, the Cramer-Von-Mises estimation method, and the bootstrapping method. A simulation study was conducted to assess the performances of the proposed estimation methods are investigated through a simulation study. Many bivariate and multivariate type model have also been derived based on Farlie-Gumbel-Morgenstern copula, the Clayton copula, Renyi’s entropy copula and the Ali-Mikhail-Haq copula. A modified Nikulin-Rao-Robson test for right-censored validation is applied to a censored real data set.

Keywords: Xgamma model; reciprocal Rayleigh model; simulations; bootstrapping; Farlie Gumbel Morgenstern copula; least squares; Cramer-Von-Mises; bootstrapping; Ali-Mikhail-Haq copula; convexity; concavity. (search for similar items in EconPapers)
Date: 2021
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Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:vrs:stintr:v:22:y:2021:i:3:p:99-121:n:7

DOI: 10.21307/stattrans-2021-029

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