On some properties of transmuted Weibull distribution

Document Type : Original Scientific Paper

Authors

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.

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References

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  • Receive Date: 14 March 2020
  • Revise Date: 14 September 2020
  • Accept Date: 14 September 2020

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