Journal of Statistics: Advances in Theory and ApplicationsAuthor's: M. Mahmoud, M. M. Nassar and M. A. Aefa
Pages: [69] - [105]
Received Date: September 15, 2015
Submitted by:
DOI: http://dx.doi.org/10.18642/jsata_7100121540
In this paper, a new class of generalized distributions called the Exponentiated Kumaraswamy Lindley (EKL) distribution is introduced. The new distribution is a quite flexible model in analyzing positive data. We provide a comprehensive mathematical treatment of the statistical properties of this distribution. Some structural properties of the proposed new distribution are discussed including probability density function and explicit forms for its survival function, hazard function, and quantile function. The method of maximum likelihood is used to estimate the model parameters and the observed and expected information matrices are derived. A real data set is used to compare the new model with widely known distributions. A simulation study is conducted and the mean, bias and mean squared error of estimates are presented for different sample sizes.
Kumaraswamy distribution, Lindley distribution, moment generating function, entropy, maximum likelihood estimation, information matrix and simulation.
