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http://dx.doi.org/10.5351/CSAM.2016.23.2.147

New generalized inverse Weibull distribution for lifetime modeling  

Khan, Muhammad Shuaib (School of Mathematical and Physical Sciences, The University of Newcastle)
King, Robert (School of Mathematical and Physical Sciences, The University of Newcastle)
Publication Information
Communications for Statistical Applications and Methods / v.23, no.2, 2016 , pp. 147-161 More about this Journal
Abstract
This paper introduces the four parameter new generalized inverse Weibull distribution and investigates the potential usefulness of this model with application to reliability data from engineering studies. The new extended model has upside-down hazard rate function and provides an alternative to existing lifetime distributions. Various structural properties of the new distribution are derived that include explicit expressions for the moments, moment generating function, quantile function and the moments of order statistics. The estimation of model parameters are performed by the method of maximum likelihood and evaluate the performance of maximum likelihood estimation using simulation.
Keywords
reliability functions; moment estimation; moment generating function; order statistics; maximum likelihood estimation;
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