文章基本信息

标题：Marshall-Olkin Lehmann Lomax Distribution: Theory, Statistical Properties, Copulas and Real Data Modeling
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作者：Mohamed Aboraya
期刊名称：Pakistan Journal of Statistics and Operation Research
印刷版ISSN：2220-5810
出版年度：2021
卷号：17
期号：2
页码：509-530
DOI：10.18187/pjsor.v17i2.3732
语种：English
出版社：College of Statistical and Actuarial Sciences
摘要：In this work, a new four-parameter lifetime probability distribution called the Marshall-Olkin Lehmann Lomax distribution is defined and studied. The density function of the new distribution "asymmetric right skewed" and "symmetric" and the corresponding hazard rate can be monotonically increasing, increasing-constant, constant, upside down and monotonically decreasing. The coefficient of skewness can be negative and positive. We derive some new bivariate versions via Farlie Gumbel Morgenstern family, modified Farlie Gumbel Morgenstern family, Clayton Copula and Renyi's entropy.The method of maximum likelihood is used to estimate the unknown parameters. Using "biases" and "mean squared errors", a simulation study is performed for assessing the finite behavior of the maximum likelihood estimators.
关键词：Lomax model; Marshall-Olkin family; Copula; Simulations; Renyi's entropy; Farlie Gumbel Morgenstern family; Estimation