A new lifetime distribution has been defined. This distribution is obtained from a transformation of a random variable with beta distribution and is called here the kagebushin-beta distribution. Some mathematical properties such as mode, quantile function, ordinary and incomplete moments, mean deviations over the mean and median and the entropies of Rényi and Shannon are demonstrated. The maximum likelihood method is used to obtain parameter estimates. Monte Carlo simulations are carried o

Document Type : Original Article

Abstract

A new lifetime distribution has been defined. This distribution is obtained from a
transformation of a random variable with beta distribution and is called here the
kagebushin-beta distribution. Some mathematical properties such as mode, quantile function, ordinary and incomplete moments, mean deviations over the mean and median and the entropies of Rényi and Shannon are demonstrated. The maximum likelihood method is used to obtain parameter estimates. Monte Carlo simulations are carried out to verify the accuracy of the maximum likelihood estimators. Applications to real data showed that the kagebushin-beta model can be better than the Weibull, gamma and exponentiated exponential distributions

Keywords

Journal of the Egyptian Mathematical Society
Volume 30, Issue 1
2022
Pages 1-10

Files

Share

How to cite

Statistics