Two weighted distributions generated by exponential distribution

Authors

  • Abass Mahdavi Department of Statistics, Faculty of Mathematical Sciences Vali-e-Asr University of Rafsanjan, Rafsanjan, Iran.

DOI:

https://doi.org/10.30495/jme.v9i0.267

Keywords:

Exponential distribution, gamma distribution, generalized exponential distribution, moment generating function

Abstract

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 exponential-exponential model. The moment properties of the proposed distributions are studied.Maximum likelihood estimators (MLEs) of the unknown parameterscannot 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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Published

2015-05-17

Issue

Vol. 9

Section

Vol. 9, No. 1, (2015)

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