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Annals of Data Science

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16-04-2019

The Inverse Xgamma Distribution: Statistical Properties and Different Methods of Estimation

Authors: Abhimanyu Singh Yadav, Sudhansu S. Maiti, Mahendra Saha

Published in: Annals of Data Science | Issue 2/2021

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Abstract

The paper proposes a new probability distribution, named inverse xgamma (IXG) distribution. Different mathematical and statistical properties, viz., reliability characteristics, inverse moments, quantile function, mean inverse residual life, stress-strength reliability, stochastic ordering and order statistics of the proposed distribution have been derived and discussed. Estimation of the parameter of IXG distribution has been approached by different methods, namely, maximum likelihood estimation, least squares estimation, weighted least squares estimation, Cramèr–von-Mises estimation and maximum product of spacing estimation (MPSE). A simulation study has been carried out to compare the performance of these estimators in terms of their mean squared errors. Asymptotic confidence interval of the parameter in terms of average widths and coverage probabilities is also obtained using MPSE of the parameter. Finally, a data set is used to demonstrate the applicability of IXG distribution in real life situations.

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Title: The Inverse Xgamma Distribution: Statistical Properties and Different Methods of Estimation
Authors: Abhimanyu Singh Yadav
Sudhansu S. Maiti
Mahendra Saha
Publication date: 16-04-2019
Publisher: Springer Berlin Heidelberg
Published in: Annals of Data Science / Issue 2/2021
Print ISSN: 2198-5804
Electronic ISSN: 2198-5812
DOI: https://doi.org/10.1007/s40745-019-00211-w

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