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Extended Reciprocal Rayleigh Distribution: Copula, Properties and Real Data Modeling


Article Information

Title: Extended Reciprocal Rayleigh Distribution: Copula, Properties and Real Data Modeling

Authors: Hoda Ragab Rezk

Journal: Pakistan Journal of Statistics and Operation Research

HEC Recognition History
Category From To
Y 2020-07-01 2021-06-30

Publisher: Asiatic Region

Country: Pakistan

Year: 2020

Volume: 16

Issue: 1

Language: English

DOI: 10.18187/pjsor.v16i1.3112

Keywords: Clayton CopulaEstimationGraphical SimulationMomentsMorgenstern familyOdd Log-Logistic FamilyReciprocal Rayleigh Distribution

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Abstract

A new extension of the reciprocal Rayleigh distribution is introduced. Simple type copula-based construction is presented for deriving and many bivariate and multivariate type distributions of the reciprocal Rayleigh model. The new reciprocal Rayleigh model generalizes another three reciprocal Rayleigh distributions. The performance of the estimation method is assessed using a graphical simulation study. The new model is better than some other important competitive models in modeling different real data sets.

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