A Univariate, Bivariate and Multivariate Extensions for the Inverse Rayleigh Model with Properties and Applications to the Univariate Version

A new univariate extension of the Inverse Rayleigh distribution is proposed and studied. Some of its fundamental statistical properties such as some stochastic properties, ordinary and incomplete moments, moments generating functions, residual life and reversed residual life functions, order statist...

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Bibliographic Details
Published in:Pakistan journal of statistics and operation research 2019-01, Vol.15 (4), p.921
Main Authors: Mohammed, Wahhab Salim, Abdelkhalek, Rania, Ansari, S. I.
Format: Article
Language:English
Subjects:
Bivariate analysis
Computer simulation
Economic models
Estimating techniques
Maximum likelihood estimators
Multivariate analysis
Properties (attributes)
Rayleigh distribution
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Summary:A new univariate extension of the Inverse Rayleigh distribution is proposed and studied. Some of its fundamental statistical properties such as some stochastic properties, ordinary and incomplete moments, moments generating functions, residual life and reversed residual life functions, order statistics, quantile spread ordering, Rényi, Shannon and q-entropies are derived. A simple type Copula based construction via Morgenstern family and via Clayton copula is employed to derive many bivariate and multivariate extensions of the new model. We assessed the performance of the maximum likelihood estimators using a simulation study. The importance of the new model is shown via two applications to real data sets.
ISSN:1816-2711
2220-5810
DOI:10.18187/pjsor.v15i4.2903