J Shanghai Jiaotong Univ Sci ›› 2020, Vol. 25 ›› Issue (2): 193-200.doi: 10.1007/s12204-019-2144-9
LAI Junfeng (赖俊峰), JI Dandan (季丹丹), YAN Zaizai (闫在在)
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
LAI Junfeng (赖俊峰), JI Dandan (季丹丹), YAN Zaizai (闫在在)
Online:
2020-04-01
Published:
2020-04-01
Contact:
YAN Zaizai (闫在在)
E-mail:zz.yan@163.com
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.
中图分类号:
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.
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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