Different Classical Methods of Estimation and Chi-squared Goodness-of-fit Test for Unit Generalized Inverse Weibull Distribution

Authors

  • Aidi khaoula University Badji Mokhtar- Annaba- Algeria
  • Sanku Dey St. Anthony's College
  • Devendra Kumar Amity University Noida
  • Seddik-Ameur N University Badji Mokhtar- Annaba- Algeria

DOI:

https://doi.org/10.17713/ajs.v50i5.1181

Abstract

In this paper, we try to contribute to the distribution theory literature by incorporating a new bounded distribution, called the unit generalized inverse Weibull distribution (UGIWD) in the (0, 1) intervals by transformation method. The proposed distribution exhibits  increasing and bathtub shaped hazard rate function. We derive some basic statistical properties of the new distribution. Based on complete sample, the model parameters are obtained by the methods of maximum likelihood, least square, weighted least square, percentile, maximum product of spacing and Cram`er-von-Mises and compared them using Monte Carlo simulation study. In addition, bootstrap confidence intervals of the parameters of the model based on aforementioned methods of estimation are also obtained. We illustrate the performance of the proposed distribution by means of one real data set and the data set shows that the new distribution is more appropriate as compared to unit Birnbaum-Saunders, unit gamma, unit Weibull, Kumaraswamy and unit Burr III distributions. Further, we construct chi-squared goodness-of-fit tests for the UGIWD using right censored data based on Nikulin-Rao-Robson (NRR) statistic and its modification. The criterion test used is the modified chi-squared statistic Y^2, developed
by Bagdonavi?ius and Nikulin, 2011 for some parametric models when data are censored. The performances of the proposed test are shown by an intensive simulation study and an application to real data set

Author Biography

Devendra Kumar, Amity University Noida

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Published

2021-08-25

How to Cite

Aidi khaoula, Sanku Dey, Kumar, D., & Seddik-Ameur N. (2021). Different Classical Methods of Estimation and Chi-squared Goodness-of-fit Test for Unit Generalized Inverse Weibull Distribution. Austrian Journal of Statistics, 50(5), 77–100. https://doi.org/10.17713/ajs.v50i5.1181