Inverse Gompertz Distribution: Properties and Different Estimation Methods with Application to Complete and Censored Data

被引：1
作者：
Eliwa M.S. [1 ]
El-Morshedy M. [1 ]
Ibrahim M. [2 ]
机构：
[1] Department of Mathematics, Faculty of Science, Mansoura University, Mansoura
[2] Department of Applied Statistics and Insurance, Faculty of Commerce, Damietta University, Damietta
来源：
Annals of Data Science | 2019年 / 6卷 / 02期
关键词：
Censored data; Estimation Methods; Gompertz distribution; Hazard rate function;
D O I：
10.1007/s40745-018-0173-0
中图分类号：
学科分类号：
摘要：
In this article, we introduce inverse Gompertz distribution with two parameters. Some statistical properties are presented such as hazard rate function, quantile, probability weighted (moments), skewness, kurtosis, entropies function, mean residual lifetime and mean inactive lifetime. The model parameters are estimated by the method of maximum likelihood, bootstrap, least squares, weighted least squares and Cramér-von Mises. Further, Monte Carlo simulations are carried out to compare the long-run performance of the estimators based on complete and type II right censored data. Finally, we estimate the parameters based on behavioral sciences data and fatigue life of 10 bearing of a certain type in hours censored data, which explain that the model fits the data better than some models. © 2018, Springer-Verlag GmbH Germany, part of Springer Nature.
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页码：321 / 339
页数：18
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