Article | 15-March-2019
In this paper, we introduce a new Lindley Pareto distribution, which offers a more flexible model for modelling lifetime data. Some of its mathematical properties like density function, cumulative distribution, mode, mean, variance, and Shannon entropy are established. A simulation study is carried out to examine the bias and mean square error of the maximum likelihood estimators of the unknown parameters. Three real data sets are fitted to illustrate the importance and the flexibility of the
Halim Zeghdoudi,
Lazri Nouara,
Djabrane Yahia
Statistics in Transition New Series, Volume 19 , ISSUE 4, 671–692
Research Article | 04-September-2019
In this paper, we have considered the generalized Pareto distribution. Various structural properties of the distribution are derived including (quantile function, explicit expressions for moments, mean deviation, Bonferroni and Lorenz curves and Renyi entropy). We have provided simple explicit expressions and recurrence relations for single and product moments of generalized order statistics from the generalized Pareto distribution. The method of maximum likelihood is adopted for estimating the
Mansoor Rashid Malik,
Devendra Kumar
Statistics in Transition New Series, Volume 20 , ISSUE 3, 57–79
Article | 20-December-2020
This paper introduces a new generalization of the Pareto distribution using the MarshallOlkin generator and the method of alpha power transformation. This new model has several desirable properties appropriate for modelling right skewed data. The Authors demonstrate how the hazard rate function and moments are obtained. Moreover, an estimation for the new model parameters is provided, through the application of the maximum likelihood and maximum product spacings methods, as well as the Bayesian
Ehab M. Almetwally,
Hanan A. Haj Ahmad
Statistics in Transition New Series, Volume 21 , ISSUE 5, 61–84