Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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New generalized inverse Weibull distribution for lifetime modeling

  • Khan, Muhammad Shuaib (School of Mathematical and Physical Sciences, The University of Newcastle) ;
  • King, Robert (School of Mathematical and Physical Sciences, The University of Newcastle)
  • Received : 2015.11.26
  • Accepted : 2016.03.03
  • Published : 2016.03.31
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Abstract

This paper introduces the four parameter new generalized inverse Weibull distribution and investigates the potential usefulness of this model with application to reliability data from engineering studies. The new extended model has upside-down hazard rate function and provides an alternative to existing lifetime distributions. Various structural properties of the new distribution are derived that include explicit expressions for the moments, moment generating function, quantile function and the moments of order statistics. The estimation of model parameters are performed by the method of maximum likelihood and evaluate the performance of maximum likelihood estimation using simulation.

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References

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