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Generalized Weighted Exponential Distribution
Authors:Omid Kharazmi  Abbas Mahdavi  Malek Fathizadeh
Institution:Department of Statistics, Faculty of Mathematical Sciences, Vali-e-Asr University of Rafsanjan, Rafsanjan, Iran
Abstract:The new class of weighted exponential (WE) distributions obtained by Gupta and Kundu (2009) by implementing Azzalini's method to the exponential distribution. In this study, we generalize the WE distribution to a new class of generalized weighted exponential (GWE) distribution. Several statistical and reliability properties of this new class of distribution are obtained. Estimation and inference procedure for distribution parameters are investigated. Finally, we show that the proposed model can provide better fit than the recent class of weighted exponential by using two real data examples.
Keywords:Hazard function  Mean residual life time  Maximum likelihood estimates  Stochastic orders  Weighted exponential distribution
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