The inverted Nadarajah–Haghighi distribution: estimation methods and applications

By Muhammad Hussain Tahir, Gauss Moutinho Cordeiro, Sajid Ali, Sanku Dey, Aroosa Manzoor. Journal of Statistical Computation and Simulation, 2018

67 citations recorded by the source corpus.

ABSTRACT The inverted (or inverse) distributions are sometimes very useful to explore additional properties of the phenomenons which non-inverted distributions cannot. We introduce a new inverted model called the inverted Nadarajah–Haghighi distribution which exhibits decreasing and unimodal (right-skewed) density while the hazard rate shapes are decreasing and upside-down bathtub. Our main focus is the estimation (from both frequentist and Bayesian points of view) of the unknown parameters along with some mathematical properties of the new model. The Bayes estimators and the associated credible intervals are obtained using Markov Chain Monte Carlo techniques under squared error loss function. The gamma priors are adopted for both scale and shape parameters. The potentiality of the distribution is analysed by means of two real data sets. In fact, it is found to be superior in its ability to sufficiently model the data as compared to the inverted Weibull, inverted Rayleigh, inverted exponential, inverted gamma, inverted Lindley and inverted power Lindley models.

Subfields: Finance, Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/7737801d425898828e4ce034885d632adccdf200

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Mohammed Elgarhy
2. Amal S. Hassan

In Management Science and Operations Research

1. Mohammed Elgarhy
2. Amal S. Hassan
3. Zubair Ahmad
4. Farrukh Jamal
5. M. Arslan Nasir
6. Gamze Turun Ozel

In Statistics and Probability

1. Mohammed Elgarhy
2. Randa Ragab
3. Amal S. Hassan
4. Zubair Ahmad
5. Farrukh Jamal
6. Gamze Turun Ozel
7. M. Arslan Nasir
8. Ibrahim Elbatal

Citations in the corpus

• Statistical Properties and Estimation of Inverted Topp-Leone Distribution (2020, methodology): “[7] introduced inverted Nadarajah-Haghighi distribution, Hassan and Abd-Allah [8] investigated inverse power Lomax distribution, and Hassan and Mohamed [9] addressed inverted exponentiated Lomax distribution.”