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A NEW WEIBULL-G FAMILY OF DISTRIBUTIONS

2015, Hacettepe Journal of Mathematics and Statistics

Abstract

Statistical analysis of lifetime data is an important topic in reliability engineering, biomedical and social sciences and others. We introduce a new generator based on the Weibull random variable called the new Weibull-G family. We study some of its mathematical properties. Its density function can be symmetrical, left-skewed, right-skewed, bathtub and reversed-J shaped, and has increasing, decreasing, bathtub, upside-down bathtub, J, reversed-J and S shaped hazard rates. Some special models are presented. We obtain explicit expressions for the ordinary and incomplete moments, quantile and generating functions, Rényi entropy, order statistics and reliability. Three useful characterizations based on truncated moments are also proposed for the new family. The method of maximum likelihood is used to estimate the model parameters. We illustrate the importance of the family by means of two applications to real data sets.

Key takeaways

  • If a random variable T has the Weibull distribution with scale parameter α > 0 and shape parameter β > 0, then its cdf and pdf are, respectively, given by
  • Hereafter, a random variable X with cdf (2.1) is denoted by X ∼ NWG(α, β, ξ).
  • We can write the NWG family density as a mixture of exp-G densities
  • for the NWG order statistics from those exp-G properties.
  • We derive the reliability R = P (X 2 < X 1 ) when X 1 ∼ NWG(α 1 , β 1 , ξ 1 ) and X 2 ∼ NWG(α 2 , β 2 , ξ 2 ) are independent random variables with a positive support.