The McDonald inverted beta distribution


Autoria(s): Cordeiro, Gauss M.; Lemonte, Artur J.
Contribuinte(s)

UNIVERSIDADE DE SÃO PAULO

Data(s)

31/10/2013

31/10/2013

2012

Resumo

We introduce a five-parameter continuous model, called the McDonald inverted beta distribution, to extend the two-parameter inverted beta distribution and provide new four- and three-parameter sub-models. We give a mathematical treatment of the new distribution including expansions for the density function, moments, generating and quantile functions, mean deviations, entropy and reliability. The model parameters are estimated by maximum likelihood and the observed information matrix is derived. An application of the new model to real data shows that it can give consistently a better fit than other important lifetime models. (C) 2012 The Franklin Institute. Published by Elsevier Ltd. All rights reserved.

CNPq (Brazil)

CNPq (Brazil)

FAPESP (Brazil)

FAPESP (Brazil)

Identificador

JOURNAL OF THE FRANKLIN INSTITUTE-ENGINEERING AND APPLIED MATHEMATICS, OXFORD, v. 349, n. 3, supl. 1, Part 2, pp. 1174-1197, APR, 2012

0016-0032

http://www.producao.usp.br/handle/BDPI/36999

10.1016/j.jfranklin.2012.01.006

http://dx.doi.org/10.1016/j.jfranklin.2012.01.006

Idioma(s)

eng

Publicador

PERGAMON-ELSEVIER SCIENCE LTD

OXFORD

Relação

JOURNAL OF THE FRANKLIN INSTITUTE-ENGINEERING AND APPLIED MATHEMATICS

Direitos

closedAccess

Copyright PERGAMON-ELSEVIER SCIENCE LTD

Palavras-Chave #EXPONENTIATED WEIBULL FAMILY #GENERALIZED DISTRIBUTIONS #ORDER-STATISTICS #PROBABILITY #MOMENT #AUTOMATION & CONTROL SYSTEMS #ENGINEERING, MULTIDISCIPLINARY #ENGINEERING, ELECTRICAL & ELECTRONIC #MATHEMATICS, INTERDISCIPLINARY APPLICATIONS
Tipo

article

original article

publishedVersion