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On the Generalized Odd Transmuted Two-Sided Class of Distributions

Author

Listed:
  • Omid Kharazmi

    (Vali-e-Asr University of Rafsanjan)

  • Mansour Zargar

    (Vali-e-Asr University of Rafsanjan)

  • Masoud Ajami

    (Vali-e-Asr University of Rafsanjan)

Abstract

In this paper, a general class of two-sided lifetime distributions is introduced via odd ratio function, the well-known concept in survival analysis and reliability engineering. Some statistical and reliability properties including survival function, quantiles, moments function, asymptotic and maximum likelihood estimation are provided in a general setting. A special case of this new family is taken up by considering the exponential model as the parent distribution. Some characteristics of this specialized model and also a discussion associated with survival regression are provided. A simulation study is presented to investigate the bias and mean square error of the maximum likelihood estimators. Moreover, two examples of real data sets are studied; point and interval estimations of all parameters are obtained by maximum likelihood and bootstrap (parametric and non-parametric) procedures. Finally, the superiority of the proposed model over some common statistical distributions is shown through the different criteria for model selection including loglikelihood values, Akaike information criterion and Kolmogorov-Smirnov test statistic values.

Suggested Citation

  • Omid Kharazmi & Mansour Zargar & Masoud Ajami, 2020. "On the Generalized Odd Transmuted Two-Sided Class of Distributions," Statistica, Department of Statistics, University of Bologna, vol. 80(4), pages 439-467.
    • Handle: RePEc:bot:rivsta:v:80:y:2020:i:4:p:439-467
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