Analyzing and solving the identifability problem in the exponentiated generalized Weibull distribution

Document Type : Original Article

Authors

1 DEINFO, Universidade Federal Rural de Pernambuco, Recife, Brazil.

2 DEINFO, Universidade Federal Rural de Pernambuco, Recife, Brazil

3 Instituto Federal de Pernambuco, Campus Recife, Recife, Brazil.

4 Departamento de Estatística, Universidade Estadual da Paraíba, Campina Grande, Brazil.

5 Departamento de Estatística, Universidade Federal da Paraíba, João Pessoa, Brazil.

https://doi.org/10.1186/s42787-021-00130-x

Abstract

The well-known Weibull distribution can be used to model the decreasing and uni‑
modal failure rate quite standard in reliability and biological studies. It is also com‑
monly adopted as baseline to generate new distributions from generalized classes.
In this paper, we investigate the identifability of the exponentiated generalized class
of distributions and in particular the exponentiated generalized Weibull distribution.
We also develop conditions under which the model becomes identifable. To further
illustrate the identifability issue, we consider a simulation study, and an application is
presented to illustrate the potentialities of the model with the new parameterization.

Keywords

Journal of the Egyptian Mathematical Society
Volume 29, Issue 1
2021
Pages 1-17

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