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The Inverse Xgamma Distribution: Statistical Properties and Different Methods of Estimation
Ist Teil von
Annals of data science, 2021-06, Vol.8 (2), p.275-293
Ort / Verlag
Berlin/Heidelberg: Springer Berlin Heidelberg
Erscheinungsjahr
2021
Link zum Volltext
Quelle
SpringerLink (Online service)
Beschreibungen/Notizen
The paper proposes a new probability distribution, named inverse xgamma (IXG) distribution. Different mathematical and statistical properties, viz., reliability characteristics, inverse moments, quantile function, mean inverse residual life, stress-strength reliability, stochastic ordering and order statistics of the proposed distribution have been derived and discussed. Estimation of the parameter of IXG distribution has been approached by different methods, namely, maximum likelihood estimation, least squares estimation, weighted least squares estimation, Cramèr–von-Mises estimation and maximum product of spacing estimation (MPSE). A simulation study has been carried out to compare the performance of these estimators in terms of their mean squared errors. Asymptotic confidence interval of the parameter in terms of average widths and coverage probabilities is also obtained using MPSE of the parameter. Finally, a data set is used to demonstrate the applicability of IXG distribution in real life situations.