Inference on a four-parameter generalized weighted exponential distribution


Ramin Kazemi, Akram Kohansal, Afshin Fallah, Fariba Nasiri




In this paper, we introduce a flexible extension of the generalized weighted exponential distribution which is called four-parameter generalized weighted exponential (FGWE) distribution. Theoretical properties of this model including the mode, median, moment generator function, moments, mean deviations , mean residual life, coefficients of skewness and kurtosis, hazard function, survival function, Bonferroni and Lorenz curves, reliability probability, entropy measures and stochasting ordering are derived and studied in details. We develop the maximum likelihood estimators of the unknown parameters and their corresponding asymptotic confidence intervals. A simulation study and a real world application are also worked out to assess the maximum likelihood estimators and to illustrate the applicability of the proposed distribution in practice