• Title/Summary/Keyword: Exponentiated distribution

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Estimating exponentiated parameter and distribution of quotient and ratio in an exponentiated Pareto

  • Moon, Yeung-Gil;Lee, Chang-Soo;Kang, Jun-Ho
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.5
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    • pp.967-972
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    • 2010
  • We shall consider estimations of an exponetiated parameter of the exponentiated Pareto distribution with known scale and threshold parameters. A quotient distribution of two independent exponentiated Pareto random variables is obtained. We also derive the distribution of the ratio of two independent exponentiated Pareto random variables.

The Exponentiated Weibull-Geometric Distribution: Properties and Estimations

  • Chung, Younshik;Kang, Yongbeen
    • Communications for Statistical Applications and Methods
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    • v.21 no.2
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    • pp.147-160
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    • 2014
  • In this paper, we introduce the exponentiated Weibull-geometric (EWG) distribution which generalizes two-parameter exponentiated Weibull (EW) distribution introduced by Mudholkar et al. (1995). This proposed distribution is obtained by compounding the exponentiated Weibull with geometric distribution. We derive its cumulative distribution function (CDF), hazard function and the density of the order statistics and calculate expressions for its moments and the moments of the order statistics. The hazard function of the EWG distribution can be decreasing, increasing or bathtub-shaped among others. Also, we give expressions for the Renyi and Shannon entropies. The maximum likelihood estimation is obtained by using EM-algorithm (Dempster et al., 1977; McLachlan and Krishnan, 1997). We can obtain the Bayesian estimation by using Gibbs sampler with Metropolis-Hastings algorithm. Also, we give application with real data set to show the flexibility of the EWG distribution. Finally, summary and discussion are mentioned.

Inverted exponentiated Weibull distribution with applications to lifetime data

  • Lee, Seunghyung;Noh, Yunhwan;Chung, Younshik
    • Communications for Statistical Applications and Methods
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    • v.24 no.3
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    • pp.227-240
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    • 2017
  • In this paper, we introduce the inverted exponentiated Weibull (IEW) distribution which contains exponentiated inverted Weibull distribution, inverse Weibull (IW) distribution, and inverted exponentiated distribution as submodels. The proposed distribution is obtained by the inverse form of the exponentiated Weibull distribution. In particular, we explain that the proposed distribution can be interpreted by Marshall and Olkin's book (Lifetime Distributions: Structure of Non-parametric, Semiparametric, and Parametric Families, 2007, Springer) idea. We derive the cumulative distribution function and hazard function and calculate expression for its moment. The hazard function of the IEW distribution can be decreasing, increasing or bathtub-shaped. The maximum likelihood estimation (MLE) is obtained. Then we show the existence and uniqueness of MLE. We can also obtain the Bayesian estimation by using the Gibbs sampler with the Metropolis-Hastings algorithm. We also give applications with a simulated data set and two real data set to show the flexibility of the IEW distribution. Finally, conclusions are mentioned.

Reliability and ratio in exponentiated complementary power function distribution

  • Moon, Yeung-Gil;Lee, Chang-Soo;Ryu, Se-Gi
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.5
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    • pp.955-960
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    • 2009
  • As we shall dene an exponentiated complementary power function distribution, we shall consider moments, hazard rate, and inference for parameter in the distribution. And we shall consider an inference of the reliability and distributions for the quotient and the ratio in two independent exponentiated complementary power function random variables.

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The exponentiated extreme value distribution

  • Cho, Young-Seuk;Kang, Suk-Bok;Han, Jun-Tae
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.4
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    • pp.719-731
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    • 2009
  • This paper deals with properties of the exponentiated extreme value distribution. We derive the approximate maximum likelihood estimators of the scale parameter and location parameter of the exponentiated extreme value distribution based on multiply Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error for various censored samples.

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Statistical Properties of Kumaraswamy Exponentiated Gamma Distribution

  • Diab, L.S.;Muhammed, Hiba Z.
    • International Journal of Reliability and Applications
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    • v.16 no.2
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    • pp.81-98
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    • 2015
  • The Exponentiated Gamma (EG) distribution is one of the important families of distributions in lifetime tests. In this paper, a new generalized version of this distribution which is called kumaraswamy Exponentiated Gamma (KEG) distribution is introduced. A new distribution is more flexible and has some interesting properties. A comprehensive mathematical treatment of the KEG distribution is provided. We derive the $r^{th}$ moment and moment generating function of this distribution. Moreover, we discuss the maximum likelihood estimation of the distribution parameters. Finally, an application to real data sets is illustrated.

Estimation for the Exponentiated Exponential Distribution Based on Multiply Type-II Censored Samples

  • Kang Suk-Bok;Park Sun-Mi
    • Communications for Statistical Applications and Methods
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    • v.12 no.3
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    • pp.643-652
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    • 2005
  • It has been known that the exponentiated exponential distribution can be used as a possible alternative to the gamma distribution or the Weibull distribution in many situations. But the maximum likelihood method does not admit explicit solutions when the sample is multiply censored. So we derive the approximate maximum likelihood estimators for the location and scale parameters in the exponentiated exponential distribution that are explicit function of order statistics. We also compare the proposed estimators in the sense of the mean squared error for various censored samples.

Inference for exponentiated Weibull distribution under constant stress partially accelerated life tests with multiple censored

  • Nassr, Said G.;Elharoun, Neema M.
    • Communications for Statistical Applications and Methods
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    • v.26 no.2
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    • pp.131-148
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    • 2019
  • Constant stress partially accelerated life tests are studied according to exponentiated Weibull distribution. Grounded on multiple censoring, the maximum likelihood estimators are determined in connection with unknown distribution parameters and accelerated factor. The confidence intervals of the unknown parameters and acceleration factor are constructed for large sample size. However, it is not possible to obtain the Bayes estimates in plain form, so we apply a Markov chain Monte Carlo method to deal with this issue, which permits us to create a credible interval of the associated parameters. Finally, based on constant stress partially accelerated life tests scheme with exponentiated Weibull distribution under multiple censoring, the illustrative example and the simulation results are used to investigate the maximum likelihood, and Bayesian estimates of the unknown parameters.

Inference on Reliability in an Exponentiated Uniform Distribution

  • Lee, Chang-Soo;Won, Ho-Yon
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.2
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    • pp.507-513
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    • 2006
  • We shall consider an inference of the reliability and an estimation of the right-tail probability in an exponentiated uniform distribution. And we shall compare numerically efficiencies for proposed estimators of the scale parameter and right-tail probability in the small sample sizes.

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Estimation in an Exponentiated Half Logistic Distribution under Progressively Type-II Censoring

  • Kang, Suk-Bok;Seo, Jung-In
    • Communications for Statistical Applications and Methods
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    • v.18 no.5
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    • pp.657-666
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    • 2011
  • In this paper, we derive the maximum likelihood estimator(MLE) and some approximate maximum likelihood estimators(AMLEs) of the scale parameter in an exponentiated half logistic distribution based on progressively Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error(MSE) through a Monte Carlo simulation for various censoring schemes. We also obtain the AMLEs of the reliability function.