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On a generalized Lomax distribution

Author

Listed:
  • Raj Kamal Maurya

    (Indian Institute of Technology Patna)

  • Yogesh Mani Tripathi

    (Indian Institute of Technology Patna)

  • Chandrakant Lodhi

    (Indian Institute of Technology Patna)

  • Manoj Kumar Rastogi

    (Patna University)

Abstract

We study a three-parameter generalized Lomax distribution. Several structural and statistical properties such as quantiles, moments, order statistic and stochastic ordering have been investigated. Different estimators of unknown quantities of interest are derived from maximum likelihood and Bayesian approaches. We have computed Bayes estimators from the Tierney and Kadane method. Interval estimates are also discussed. Performance of all methods is compared using a simulation study. Illustrative discussion of a real data is presented as well. Finally, some concluding remarks are given.

Suggested Citation

  • Raj Kamal Maurya & Yogesh Mani Tripathi & Chandrakant Lodhi & Manoj Kumar Rastogi, 2019. "On a generalized Lomax distribution," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 10(5), pages 1091-1104, October.
    • Handle: RePEc:spr:ijsaem:v:10:y:2019:i:5:d:10.1007_s13198-019-00839-0
    DOI: 10.1007/s13198-019-00839-0
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    References listed on IDEAS

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    1. Howlader, Hatem A. & Hossain, Anwar M., 2002. "Bayesian survival estimation of Pareto distribution of the second kind based on failure-censored data," Computational Statistics & Data Analysis, Elsevier, vol. 38(3), pages 301-314, January.
    2. Rastogi, Manoj Kumar & Tripathi, Yogesh Mani, 2013. "Estimation using hybrid censored data from a two-parameter distribution with bathtub shape," Computational Statistics & Data Analysis, Elsevier, vol. 67(C), pages 268-281.
    3. Kundu, Debasis & Gupta, Arjun K., 2014. "On bivariate Weibull-Geometric distribution," Journal of Multivariate Analysis, Elsevier, vol. 123(C), pages 19-29.
    4. Rodrigues, Josemar & Balakrishnan, N. & Cordeiro, Gauss M. & de Castro, Mário, 2011. "A unified view on lifetime distributions arising from selection mechanisms," Computational Statistics & Data Analysis, Elsevier, vol. 55(12), pages 3311-3319, December.
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