Exponential Transformed Inverse Rayleigh Distribution: Statistical Properties and Different Methods of Estimation

Authors

  • Proloy Banerjee Aliah University
  • Shreya Bhunia Department of Mathematics and Statistics, Aliah University, Newtown, Kolkata, West Bengal, India-700160

DOI:

https://doi.org/10.17713/ajs.v51i4.1338

Abstract

In this article a generalization of the inverse Rayleigh distribution has been addressed by using DUS transformation, named as Exponential Transformed Inverse Rayleigh (ETIR) distribution. Some of the statistical properties of this newly proposed distribution like mode, quantiles, moment, moment generating function, survival and hazard rate function have been studied comprehensively. To estimate the parameter of this distribution, four different estimation procedures, such as maximum likelihood estimation (MLE), maximum product spacing method (MPS), least square method (LSE) and weighted least square method (WLSE) are briefly discussed. Performance of these estimates are compared using extensive simulations. As an application point of view the model superiority is verified through two real datasets.

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Published

2022-08-26

How to Cite

Banerjee, P., & Bhunia, S. (2022). Exponential Transformed Inverse Rayleigh Distribution: Statistical Properties and Different Methods of Estimation. Austrian Journal of Statistics, 51(4), 60–75. https://doi.org/10.17713/ajs.v51i4.1338

Issue

Vol. 51 No. 4 (2022): Regular Issue

Section

Articles

License

Copyright (c) 2022 Proloy Banerjee, Shreya Bhunia

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