The Weibull-G Family of Probability Distributions

The Weibull distribution is the most important distribution for problems in reliability. We study some mathematical properties of the new wider Weibull-G family of distributions. Some special models in the new family are discussed. The properties derived hold to any distribution in this family. We obtain general explicit expressions for the quantile function, ordinary and incomplete moments, generating function and order statistics. We discuss the estimation of the model parameters by maximum likelihood and illustrate the potentiality of the extended family with two applications to real data.

[1]  B. Gompertz,et al.  On the Nature of the Function Expressive of the Law of Human Mortality , 1825 .

[2]  Benjamin Gompertz,et al.  XXIV. On the nature of the function expressive of the law of human mortality, and on a new mode of determining the value of life contingencies. In a letter to Francis Baily, Esq. F. R. S. &c , 1825, Philosophical Transactions of the Royal Society of London.

[3]  Sam C. Saunders,et al.  Estimation for a family of life distributions with applications to fatigue , 1969, Journal of Applied Probability.

[4]  Lee J. Bain,et al.  An exponential power life-testing distribution , 1975 .

[5]  Richard L. Smith,et al.  A Comparison of Maximum Likelihood and Bayesian Estimators for the Three‐Parameter Weibull Distribution , 1987 .

[6]  K. Phani,et al.  A New Modified Weibull Distribution Function , 1987 .

[7]  G. S. Mudholkar,et al.  Exponentiated Weibull family for analyzing bathtub failure-rate data , 1993 .

[8]  Jurgen A. Doornik,et al.  Ox: an Object-oriented Matrix Programming Language , 1996 .

[9]  M. Gurvich,et al.  A new statistical distribution for characterizing the random strength of brittle materials , 1997 .

[10]  D. Kundu,et al.  Theory & Methods: Generalized exponential distributions , 1999 .

[11]  Zhenmin Chen A new two-parameter lifetime distribution with bathtub shape or increasing failure rate function , 2000 .

[12]  Timothy A. Davis,et al.  MATLAB Primer, Sixth Edition , 2001 .

[13]  Frank G. Garvan,et al.  The MAPLE Book , 2001 .

[14]  Stephen Wolfram,et al.  The Mathematica book, 5th Edition , 2003 .

[15]  Kahadawala Cooray,et al.  Generalization of the Weibull distribution: the odd Weibull family , 2006 .

[16]  M. Nikulin,et al.  A Chi-Squared Test for the Generalized Power Weibull Family for the Head-and-Neck Cancer Censored Data , 2006 .

[17]  Narayanaswamy Balakrishnan,et al.  On families of beta- and generalized gamma-generated distributions and associated inference , 2009 .

[18]  Gauss M. Cordeiro,et al.  The beta Burr XII distribution with application to lifetime data , 2011, Comput. Stat. Data Anal..

[19]  R Core Team,et al.  R: A language and environment for statistical computing. , 2014 .