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The Type I Quasi Lambert Family: Properties, Characterizations and Different Estimation Methods
A new G family of probability distributions called the type I quasi Lambert family is defined and applied for modeling real lifetime data. Some new bivariate type G families using "Farlie-Gmnbel-Morgenstem copula", "modified Farlie-Gumbel-Morgenstem copula", "Clayton copula&...
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Published in: | Pakistan journal of statistics and operation research 2021-09, Vol.17 (3), p.545-558 |
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Main Authors: | , , , |
Format: | Article |
Language: | English |
Subjects: | |
Online Access: | Get full text |
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Summary: | A new G family of probability distributions called the type I quasi Lambert family is defined and applied for modeling real lifetime data. Some new bivariate type G families using "Farlie-Gmnbel-Morgenstem copula", "modified Farlie-Gumbel-Morgenstem copula", "Clayton copula" and "Renyi's entropy copula" are derived. Three characterizations of the new family are presented. Some of its statistical properties are derived and studied. The maximum likelihood estimation, maximum product spacing estimation, least squares estimation, Anderson-Darling estimation and Cramer-von Mises estimation methods are used for estimating the unknown parameters. Graphical assessments under the five different estimation methods are introduced. Based on these assessments, all estimation methods perform well. Finally, an application to illustrate the importance and flexibility of the new family is proposed. |
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ISSN: | 1816-2711 2220-5810 |
DOI: | 10.18187/pjsor.v17i3.3562 |