Title of article :
On some properties of transmuted Weibull distribution
Author/Authors :
Mirhosseini, Mohsen Department of Statistics - Faculty of Mathematics - Yazd University, Yazd, Iran , Lalehzari, Reihaneh Department of Statistics - Faculty of Mathematics - Yazd University, Yazd, Iran
Abstract :
A new generalized version of the Weibull distribution, which is called the
perturbed Weibull distribution, is introduced in this paper. The present distribution
provide enough flexibility for analyzing different types of data with increasing,
decreasing, constant, bathtub shaped, unimodal, increasing-decreasing-increasing and
decreasing-increasing-decreasing hazard functions in comparing with former extensions
of the Weibull distribution. We study its properties including servival and hazard functions,
moments, moment generating and characteristic functions, quantiles and Renyi
entropy. Estimation of parameters using the methods of moment and maximum likelihood
is obtained. We show the consistency of the moments and maximum likelihood
estimators using some simulation study. Finally, the flexibility of the new distribution
is illustrated in an application to two real data sets.
Keywords :
Hazard rate function , Moment generating function , Weibull distribution , Likelihood function
Journal title :
Journal of Statistical Modelling: Theory and Applications (JSMTA)