Quaid-i-Azam University, Islamabad, Pakistan.
Department of Applied Mathematics, Computer Science and Statistics, Gent University, Ghent, Belgium.
PLoS One. 2020 Apr 29;15(4):e0231908. doi: 10.1371/journal.pone.0231908. eCollection 2020.
In this paper, we develop a generator to propose new continuous lifetime distributions. Thanks to a simple transformation involving one additional parameter, every existing lifetime distribution can be rendered more flexible with our construction. We derive stochastic properties of our models, and explain how to estimate their parameters by means of maximum likelihood for complete and censored data, where we focus, in particular, on Type-II, Type-I and random censoring. A Monte Carlo simulation study reveals that the estimators are consistent. To emphasize the suitability of the proposed generator in practice, the two-parameter Fréchet distribution is taken as baseline distribution. Three real life applications are carried out to check the suitability of our new approach, and it is shown that our extension of the Fréchet distribution outperforms existing extensions available in the literature.
在本文中，我们开发了一种生成器来提出新的连续寿命分布。通过涉及一个额外参数的简单变换，我们的构造可以使每个现有的寿命分布更加灵活。我们推导出了我们模型的随机性质，并解释了如何通过完全数据和截尾数据的最大似然法来估计它们的参数，其中我们特别关注了 II 类、I 类和随机截尾。蒙特卡罗模拟研究表明估计量是一致的。为了强调所提出的生成器在实践中的适用性，将双参数 Fréchet 分布作为基准分布。进行了三个实际应用以检查我们新方法的适用性，结果表明，我们对 Fréchet 分布的扩展优于文献中现有的扩展。
