A weighted transmuted exponential distributions with environmental applications

  • Christophe Chesneau Department of Mathematics, LMNO, University of Caen Normandy, France
  • Hassan S Bakouch Department of Mathematics, Faculty of Science, Tanta University, Egypt
  • Muhammad Nauman Khan Institute of Numerical Sciences, Kohat University of Science and Technology, Pakistan
Keywords: Conditional moments, Estimation, Statistical distributions, Generating function, Return period

Abstract

In this paper, we introduce a new three-parameter distribution. It is based on the combination of a re-parametrization of a general family of distributions (known as the EGNB2 distribution) and the so-called quadratic rank transmutation map defined with the exponential distribution as baseline. We explore some mathematical properties of this distribution including the hazard rate function, moments, the moment generating function, the quantile function, various entropy measures and (reversed) residual life functions. A statistical study investigates estimation of the parameters using the method of maximum likelihood. The distribution along with other existing distributions are fitted to two environmental data sets and its superior performance is assessed by using some goodness-of-fit tests. As a result, some environmental measures associated with these data are obtained such as the return level and mean deviation about this level.

Author Biographies

Christophe Chesneau, Department of Mathematics, LMNO, University of Caen Normandy, France
Department of Mathematics, LMNO, University of Caen Normandy, France  
Hassan S Bakouch, Department of Mathematics, Faculty of Science, Tanta University, Egypt
Department of Mathematics, Faculty of Science, Tanta University, Egypt  
Muhammad Nauman Khan, Institute of Numerical Sciences, Kohat University of Science and Technology, Pakistan
Institute of Numerical Sciences, Kohat University of Science and Technology, Pakistan

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Published
2020-02-17
How to Cite
Chesneau, C., Bakouch, H. S., & Khan, M. N. (2020). A weighted transmuted exponential distributions with environmental applications. Statistics, Optimization & Information Computing, 8(1), 36-53. https://doi.org/10.19139/soic-2310-5070-785
Section
Research Articles