A New Distribution and Application on the Lifetime Data

We introduce a new model called the Marshall-Olkin Rayleigh distribution which extends the Rayleigh distribution using Marshall-Olkin transformation and has increasing and decreasing shapes for the hazard rate function. Various structural properties of the new distribution are derived including explicit expressions for the moments, generating and quantile function, some entropy measures, and order statistics are presented. The model parameters are estimated by the method of maximum likelihood and the observed information matrix is determined. The potentiality of the new model is illustrated by means of a simulation study. 





References:
[1] L. Rayleigh, “On the stability or instability of certain fluid motions”, in
Proc. of the London Mathematical Society, vol. 11, 1880, pp. 57-70.
[2] V.G. Vodà, “Note on the truncated Rayleigh variate”, Revista
Colombiana de Matemáticas, vol. 9, 1975, pp. 1–7.
[3] J. Leao, H. Saulo, M. Bourguignon, R. Cintra, L. Rego, and G. Cordeiro,
“On some properties of the beta inverse Rayleigh distribution”, Chilean
Journal of Statistics, vol. 4, 2013, pp. 111–131.
[4] A. Ahmad, S.P. Ahmad, and A. Ahmed, “Transmuted inverse Rayleigh
distribution: A generalization of the inverse Rayleigh distribution”,
Mathematical Theory and Modeling, vol. 4, 2014, pp. 90-98.
[5] A.W. Marshall and I. Olkin, “A new method for adding a parameter to a
family of distributions with application to the exponential and Weibull
families”, Biometrika, vol. 84, 1997, pp. 641-652.
[6] A. Rényi, “On measures of entropy and information”. in Proc. of the 4th
Berkeley Symposium, 1961.
[7] C.E. Shannon, “Prediction and entropy of printed English”. Bell System
Technical Journal, vol. 30, 1951, pp. 50-64.