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Generalized logistic distribution and its regression model

Author

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  • Mohammad A. Aljarrah

    (Tafila Technical University)

  • Felix Famoye

    (Central Michigan University)

  • Carl Lee

    (Central Michigan University)

Abstract

A new generalized asymmetric logistic distribution is defined. In some cases, existing three parameter distributions provide poor fit to heavy tailed data sets. The proposed new distribution consists of only three parameters and is shown to fit a much wider range of heavy left and right tailed data when compared with various existing distributions. The new generalized distribution has logistic, maximum and minimum Gumbel distributions as sub-models. Some properties of the new distribution including mode, skewness, kurtosis, hazard function, and moments are studied. We propose the method of maximum likelihood to estimate the parameters and assess the finite sample size performance of the method. A generalized logistic regression model, based on the new distribution, is presented. Logistic-log-logistic regression, Weibull-extreme value regression and log-Fréchet regression are special cases of the generalized logistic regression model. The model is applied to fit failure time of a new insulation technique and the survival of a heart transplant study.

Suggested Citation

  • Mohammad A. Aljarrah & Felix Famoye & Carl Lee, 2020. "Generalized logistic distribution and its regression model," Journal of Statistical Distributions and Applications, Springer, vol. 7(1), pages 1-21, December.
    • Handle: RePEc:spr:jstada:v:7:y:2020:i:1:d:10.1186_s40488-020-00107-8
    DOI: 10.1186/s40488-020-00107-8
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    References listed on IDEAS

    as
    1. Saralees Nadarajah, 2009. "The skew logistic distribution," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 93(2), pages 187-203, June.
    2. Mohammad A. Aljarrah & Felix Famoye & Carl Lee, 2019. "A new generalized normal distribution: Properties and applications," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 48(18), pages 4474-4491, September.
    3. Ayman Alzaatreh & Carl Lee & Felix Famoye, 2013. "A new method for generating families of continuous distributions," METRON, Springer;Sapienza Università di Roma, vol. 71(1), pages 63-79, June.
    4. Kahadawala Cooray, 2010. "Generalized Gumbel distribution," Journal of Applied Statistics, Taylor & Francis Journals, vol. 37(1), pages 171-179.
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