文章基本信息

标题：Unit-Gompertz Distribution with Applications
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作者：Josmar Mazucheli ; André Felipe Maringa ; Sanku Dey 等
期刊名称：Statistica
印刷版ISSN：1973-2201
出版年度：2019
卷号：79
期号：1
页码：25-43
DOI：10.6092/issn.1973-2201/8497
出版社：Dep. of Statistical Sciences "Paolo Fortunati", Università di Bologna
摘要：The transformed family of distributions are sometimes very useful to explore additional properties of the phenomenons which non-transformed (baseline) family of distributions cannot. In this paper, we introduce a new transformed model, called the unit-Gompertz (UG) distribution which exhibit right-skewed (unimodal) and reversed-J shaped density while the hazard rate has constant, increasing, upside-down bathtub and then bathtub shaped hazard rate. Some statistical properties of this new distribution are presented and discussed. Maximum likelihood estimation for the parameters that index UG distribution are derived along with their corresponding asymptotic standard errors. Monte Carlo simulations are conducted to investigate the bias, root mean squared error of the maximum likelihood estimators as well as the coverage probability. Finally, the potentiality of the model is presented and compared with three others distributions using two real data sets.
其他关键词：Gompertz distribution;Maximum likelihood estimators;Monte Carlo simulation