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2021 | 22 | nr 3 | 99--121
Tytuł artykułu

A New Reciprocal Rayleigh Extension: Properties, Copulas, Different Methods of Estimation and a Modified Right-Censored Test for Validation

Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
In this article, a new reciprocal Rayleigh extension called the Xgamma reciprocal Rayleigh model is defined and studied. The relevant statistical properties are derived, and the useful results related to the convexity and concavity are addressed. We discussed the estimation of the parameters using different estimation methods such as the maximum likelihood estimation method, the ordinary least squares estimation method, the weighted least squares estimation method, the Cramer-Von-Mises estimation method, and the bootstrapping method. A simulation study was conducted to assess the performances of the proposed estimation methods are investigated through a simulation study. Many bivariate and multivariate type model have also been derived based on Farlie-Gumbel-Morgenstern copula, the Clayton copula, Renyi's entropy copula and the Ali-Mikhail-Haq copula. A modified Nikulin-Rao-Robson test for right-censored validation is applied to a censored real data set.(original abstract)
Rocznik
Tom
22
Numer
Strony
99--121
Opis fizyczny
Twórcy
  • Benha University, Egypt
  • Ball State University
autor
  • Badji Mokhtar University, Annaba, Algeria
  • Damietta University, Egypt
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Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
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