A Generalized Rayleigh Family of Distributions Based on the Modified Slash Model
Keyword(s):
Specifying a proper statistical model to represent asymmetric lifetime data with high kurtosis is an open problem. In this paper, the three-parameter, modified, slashed, generalized Rayleigh family of distributions is proposed. Its structural properties are studied: stochastic representation, probability density function, hazard rate function, moments and estimation of parameters via maximum likelihood methods. As merits of our proposal, we highlight as particular cases a plethora of lifetime models, such as Rayleigh, Maxwell, half-normal and chi-square, among others, which are able to accommodate heavy tails. A simulation study and applications to real data sets are included to illustrate the use of our results.
2018 ◽
Vol 2018
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pp. 1-10
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2018 ◽
2018 ◽
2017 ◽
Vol 22
(2)
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pp. 186-201
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2018 ◽
pp. 807-829
Keyword(s):