The generalized inverse Weibull distribution

被引:0
作者
Felipe R. S. de Gusmão
Edwin M. M. Ortega
Gauss M. Cordeiro
机构
[1] Universidade Federal Rural de Pernambuco,DEINFO
[2] Universidade de São Paulo,Departamento de Ciências Exatas, ESALQ
来源
Statistical Papers | 2011年 / 52卷
关键词
Censored data; Data analysis; Inverse Weibull distribution; Maximum likelihood estimation; Moment; Weibull regression model;
D O I
暂无
中图分类号
学科分类号
摘要
The inverse Weibull distribution has the ability to model failure rates which are quite common in reliability and biological studies. A three-parameter generalized inverse Weibull distribution with decreasing and unimodal failure rate is introduced and studied. We provide a comprehensive treatment of the mathematical properties of the new distribution including expressions for the moment generating function and the rth generalized moment. The mixture model of two generalized inverse Weibull distributions is investigated. The identifiability property of the mixture model is demonstrated. For the first time, we propose a location-scale regression model based on the log-generalized inverse Weibull distribution for modeling lifetime data. In addition, we develop some diagnostic tools for sensitivity analysis. Two applications of real data are given to illustrate the potentiality of the proposed regression model.
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页码:591 / 619
页数:28
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