On Generalized Moment Exponential Distribution and Power Series Distribution

Main Article Content

Zafar Iqbal
Noreen Ali
Abdur Razaq
Tassaddaq Hussain
Muhammad Salman

Abstract

In this research paper, a new life time family is introduced. Sadaf [1] proposed a moment exponential power series (MEPS) distribution. Generalized moment exponential power series (GMEPS) distribution is a general form of MEPS distribution. It is characterized by compounding GME distribution and power series (PS) distribution. This new family has some new sub models such as GME geometric distribution, GME Poisson (GMEP) distribution, GME logarithmic (GMEL) distribution and GME binomial (GMEB) distribution. We provide statistical properties of GMEPS family of distributions. We find here expression of quantile function based on Lambert W function, the density function of rth order statistic and moments of GMEPS distribution. Descriptive expressions of Shannon entropy and Rényi entropy of new general model are found. We provide special sub-models of the GMEPS family of distributions. The maximum likelihood (ML) estimation method is used to find estimates of the parameters of GMEPS distribution. Simulation study is carried out to check the convergence of new estimators. We apply GMEPS family of distributions on two sets of real data.

Keywords:
Compound family, moment exponential distribution, GME distribution, lifetime distribution, PS distribution, order statistics

Article Details

How to Cite
Iqbal, Z., Ali, N., Razaq, A., Hussain, T., & Salman, M. (2020). On Generalized Moment Exponential Distribution and Power Series Distribution. Asian Journal of Probability and Statistics, 6(1), 1-21. https://doi.org/10.9734/ajpas/2020/v6i130150
Section
Original Research Article

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