Document Type

Article

Publication Date

3-2020

Publisher

Atlantis Press

Source Publication

Journal of Statistical Theory and Applications

Source ISSN

1538-7887

Abstract

We introduce a new flexible class of continuous distributions via the Hjorth's IDB model. We provide some mathematical properties of the new family. Characterizations based on two truncated moments, conditional expectation as well as in terms of the hazard function are presented. The maximum likelihood method is used for estimating the model parameters. We assess the performance of the maximum likelihood estimators in terms of biases and mean squared errors by means of the simulation study. A new regression model as well as residual analysis are presented. Finally, the usefulness of the family is illustrated by means of four real data sets. The new model provides consistently better fits than other competitive models for these data sets.

Comments

Published version. Journal of Statistical Theory and Applications, Vol. 19, No. 1 (March 2020): 59-74. DOI. © 2020 Atlantis Press. Used with permission.

Creative Commons License

Creative Commons Attribution-NonCommercial 4.0 International License
This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License

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