A new lifetime model: the Kumaraswamy generalized Rayleigh distribution

作者：Gomes Antonio E^*; da Silva Cibele Q; Cordeiro Gauss M; Ortega Edwin M M

来源：Journal of Statistical Computation and Simulation, 2014, 84(2): 290-309.

DOI：10.1080/00949655.2012.706813

• Kumaraswamy distribution
• information matrix
• maximum likelihood
• moment-generating function
• Rayleigh distribution
• reliability theory

The generalized Rayleigh (GR) distribution [V.G. Voda, Inferential procedures on a generalized Rayleigh variate, I, Appl. Math. 21 (1976), pp. 395-412; V.G. Voda, Inferential procedures on a generalized Rayleigh variate, II, Appl. Math. 21 (1976), pp. 413-419] has been applied in several areas such as health, agriculture, biology and other sciences. For the first time, we propose the Kumaraswamy GR (KwGR) distribution for analysing lifetime data. The new density function can be expressed as a mixture of GR density functions. Explicit formulae are derived for some of its statistical quantities. The density function of the order statistics can be expressed as a mixture of GR density functions. We also propose a linear log-KwGR regression model for analysing data with real support to extend some known regression models. The estimation of parameters is approached by maximum likelihood. The importance of the new models is illustrated in two real data sets.

• 出版日期2014-2-1