Gemeay Ahmed M, Hussam Eslam, Almetwally Ehab M
Department of Mathematics, Faculty of Science, Tanta University, Tanta 31527, Egypt.
Department of Accounting, College of Business Administration in Hawtat Bani Tamim, Prince Sattam bin Abdulaziz University, Saudi Arabia.
Heliyon. 2024 Aug 26;10(17):e36775. doi: 10.1016/j.heliyon.2024.e36775. eCollection 2024 Sep 15.
This paper presents a novel two-parameter distribution derived from the Rayleigh distribution, thoroughly investigating its essential mathematical properties. We employ estimation techniques to determine the proposed distribution's estimated parameters. Through extensive simulation studies, we analyze and evaluate the asymptotic behavior of the model estimators. Furthermore, we calculate various actuarial measures to highlight the practical utility of the proposed distribution in actuarial science. To further substantiate the applicability of our distribution, we perform a comprehensive regression analysis. The practical relevance of the proposed distribution is demonstrated by modeling a lifetime dataset from the insurance field, where it exhibits a superior fit compared to existing distributions. The findings suggest that the new distribution significantly improves modeling capabilities, making it a valuable tool for theoretical research and practical applications in fields requiring accurate lifetime data modeling.
本文提出了一种源自瑞利分布的新型双参数分布，并深入研究了其基本数学性质。我们采用估计技术来确定所提出分布的估计参数。通过广泛的模拟研究，我们分析并评估了模型估计量的渐近行为。此外，我们计算了各种精算度量，以突出所提出的分布在精算科学中的实际效用。为了进一步证实我们分布的适用性，我们进行了全面的回归分析。通过对保险领域的寿命数据集进行建模，证明了所提出分布的实际相关性，与现有分布相比，它表现出更好的拟合效果。研究结果表明，新分布显著提高了建模能力，使其成为需要精确寿命数据建模的领域中理论研究和实际应用的宝贵工具。
