Order statistics from the generalized exponential distribution and applications

被引:13
作者
Sultan, Khalaf S. [1 ]
机构
[1] King Saud Univ, Dept Stat & Operat Res, Coll Sci, Riyadh 11451, Saudi Arabia
关键词
average width; BLUEs; confidence intervals; correlation coefficient; goodness-of-fit test; Monte Carlo simulation; moments of order statistics; power of the test; pivotal quantity;
D O I
10.1080/03610920601077188
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Recently, a new distribution, called generalized exponential distribution (GED), has been introduced and studied quite extensively by authors. The GED can be used as an alternative to gamma and Weibull distributions in many situations. In this article, we use the moments of order statistics from the GED derived by Raqab and Ahsanullah (2001) and Raqab (2004) to develop the correlation goodness -of-fit test for the GED. In addition, we calculate the power of the test based on some other alternative distributions. Further, we construct approximate confidence intervals for the location and scale parameters of the GED. Finally, we apply the procedures developed in the paper to real data set.
引用
收藏
页码:1409 / 1418
页数:10
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