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Statistical Properties and Estimation of Power-Transmuted Inverse Rayleigh Distribution

Author

Listed:
  • Hassan Amal S.

    (Department of Mathematical Statistics, Faculty of Graduate Studies for Statistical Research, Cairo University, Cairo, Egypt .)

  • Assar Salwa M.

    (Department of Mathematical Statistics, Faculty of Graduate Studies for Statistical Research, Cairo University, Cairo, Egypt .)

  • Abdelghaffar Ahmed M.

    (Central Bank of Egypt, Cairo, Egypt .)

Abstract

A three-parameter continuous distribution is constructed, using a power transformation related to the transmuted inverse Rayleigh (TIR) distribution. A comprehensive account of the statistical properties is provided, including the following: the quantile function, moments, incomplete moments, mean residual life function and Rényi entropy. Three classical procedures for estimating population parameters are analysed. A simulation study is provided to compare the performance of different estimates. Finally, a real data application is used to illustrate the usefulness of the recommended distribution in modelling real data.

Suggested Citation

  • Hassan Amal S. & Assar Salwa M. & Abdelghaffar Ahmed M., 2020. "Statistical Properties and Estimation of Power-Transmuted Inverse Rayleigh Distribution," Statistics in Transition New Series, Statistics Poland, vol. 21(3), pages 93-107, September.
    • Handle: RePEc:vrs:stintr:v:21:y:2020:i:3:p:93-107:n:7
    DOI: 10.21307/stattrans-2020-046
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    References listed on IDEAS

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    1. Butler, Richard J. & McDonald, James B., 1989. "Using incomplete moments to measure inequality," Journal of Econometrics, Elsevier, vol. 42(1), pages 109-119, September.
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