Extended Inverse Gaussian Distribution: Properties and Application

doi:10.1007/s12204-019-2144-9

J Shanghai Jiaotong Univ Sci ›› 2020, Vol. 25 ›› Issue (2): 193-200.doi: 10.1007/s12204-019-2144-9

Extended Inverse Gaussian Distribution: Properties and Application

LAI Junfeng (赖俊峰), JI Dandan (季丹丹), YAN Zaizai (闫在在)

(1. College of Science, Inner Mongolia University of Technology, Hohhot 010051, China; 2. College of Mathematics and Statistics, Chifeng University, Chifeng 024000, Inner Mongolia, China)

出版日期:2020-04-01 发布日期:2020-04-01
通讯作者: YAN Zaizai (闫在在) E-mail:zz.yan@163.com

Extended Inverse Gaussian Distribution: Properties and Application

LAI Junfeng (赖俊峰), JI Dandan (季丹丹), YAN Zaizai (闫在在)

(1. College of Science, Inner Mongolia University of Technology, Hohhot 010051, China; 2. College of Mathematics and Statistics, Chifeng University, Chifeng 024000, Inner Mongolia, China)

Online:2020-04-01 Published:2020-04-01
Contact: YAN Zaizai (闫在在) E-mail:zz.yan@163.com

摘要/Abstract

摘要： In this paper, a new distribution called the extended inverse Gaussian (EIG) distribution is introduced. By means of the method of T-X family, the new distribution is compounded by the inverse Gaussian (IG) and Weibull distributions. We study its fundamental properties, such as probability density function, hazard rate function, raw moments, moments generating function, skewness and kurtosis, and residual life. We also discuss the maximum likelihood estimators and asymptotic confident intervals of parameters in new distribution. Finally, the EIG distribution and several other competing distributions are fitted into an actual data set and it is shown that the EIG distribution has a superior performance among the compared distributions by making use of various goodness-of-fit tests.

关键词: reliability theory, inverse Gaussian distribution, hazard rate function

Abstract: In this paper, a new distribution called the extended inverse Gaussian (EIG) distribution is introduced. By means of the method of T-X family, the new distribution is compounded by the inverse Gaussian (IG) and Weibull distributions. We study its fundamental properties, such as probability density function, hazard rate function, raw moments, moments generating function, skewness and kurtosis, and residual life. We also discuss the maximum likelihood estimators and asymptotic confident intervals of parameters in new distribution. Finally, the EIG distribution and several other competing distributions are fitted into an actual data set and it is shown that the EIG distribution has a superior performance among the compared distributions by making use of various goodness-of-fit tests.

Key words: reliability theory, inverse Gaussian distribution, hazard rate function

中图分类号:

O 213.2

LAI Junfeng (赖俊峰), JI Dandan (季丹丹), YAN Zaizai (闫在在). Extended Inverse Gaussian Distribution: Properties and Application[J]. J Shanghai Jiaotong Univ Sci, 2020, 25(2): 193-200.

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Extended Inverse Gaussian Distribution: Properties and Application

Extended Inverse Gaussian Distribution: Properties and Application

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