Two Weighted Distributions Generated by Exponential Distribution

In this paper, we propose new classes of weighted distributions by incorporating exponential distribution in Azzalini’s method. Resulting weighted models generated by exponential distribution are: the weighted gamma-exponential model and the weighted generalized exponenatial- exponential model....

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Main Author: A. Mahdavi
Format: Article
Language:English
Published: Islamic Azad University 2015-03-01
Series:Journal of Mathematical Extension
Subjects:
Online Access:http://ijmex.com/index.php/ijmex/article/view/267/188
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author A. Mahdavi
author_facet A. Mahdavi
author_sort A. Mahdavi
collection DOAJ
description In this paper, we propose new classes of weighted distributions by incorporating exponential distribution in Azzalini’s method. Resulting weighted models generated by exponential distribution are: the weighted gamma-exponential model and the weighted generalized exponenatial- exponential model. The hazard rate function of these distributions has different shapes including increasing, decreasing and unimodal. The moment properties of the proposed distributions are studied. Maximum likelihood estimators (MLEs) of the unknown parameters cannot be obtained in explicit forms and they have to be obtained by solving some numerical methods. Two data sets have been analyzed for illustrative purposes, which show that the proposed models can be used quite effectively in analyzing real data.
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spelling doaj.art-88f44e8c419b4b47bc65a7e862c4248d2022-12-21T20:31:48ZengIslamic Azad UniversityJournal of Mathematical Extension1735-82991735-82992015-03-0191112Two Weighted Distributions Generated by Exponential DistributionA. Mahdavi 0Vali-e-Asr University of RafsanjanIn this paper, we propose new classes of weighted distributions by incorporating exponential distribution in Azzalini’s method. Resulting weighted models generated by exponential distribution are: the weighted gamma-exponential model and the weighted generalized exponenatial- exponential model. The hazard rate function of these distributions has different shapes including increasing, decreasing and unimodal. The moment properties of the proposed distributions are studied. Maximum likelihood estimators (MLEs) of the unknown parameters cannot be obtained in explicit forms and they have to be obtained by solving some numerical methods. Two data sets have been analyzed for illustrative purposes, which show that the proposed models can be used quite effectively in analyzing real data.http://ijmex.com/index.php/ijmex/article/view/267/188Exponential distributiongamma distributiongeneralized exponential distributionhazard rate functionmoment generating function
spellingShingle A. Mahdavi
Two Weighted Distributions Generated by Exponential Distribution
Journal of Mathematical Extension
Exponential distribution
gamma distribution
generalized exponential distribution
hazard rate function
moment generating function
title Two Weighted Distributions Generated by Exponential Distribution
title_full Two Weighted Distributions Generated by Exponential Distribution
title_fullStr Two Weighted Distributions Generated by Exponential Distribution
title_full_unstemmed Two Weighted Distributions Generated by Exponential Distribution
title_short Two Weighted Distributions Generated by Exponential Distribution
title_sort two weighted distributions generated by exponential distribution
topic Exponential distribution
gamma distribution
generalized exponential distribution
hazard rate function
moment generating function
url http://ijmex.com/index.php/ijmex/article/view/267/188
work_keys_str_mv AT amahdavi twoweighteddistributionsgeneratedbyexponentialdistribution