Note on the family of proportional reversed hazard distributions

Abstract

For many years, authors have been interested in developing methods for generating distributions that provide a flexible family to model lifetime variables. This paper proposes an exact inference approach to the family of proportional reversed hazard distributions based on the pivotal quantity, which yields exact confidence intervals with the shortest-length as well as reasonable estimators for the family of proportional reversed hazard distributions. In addition, the approach is extended to functions related to the unknown parameters using a generalized pivotal quantity such as the the goodness of fit test and entropy issues without computational complexity. The proposed method is illustrated through Monte Carlo simulations and real data analysis.

KEYWORDS:

• Exact confidence interval
• Goodness of fit test
• Pivotal quantity
• Proportional reversed hazard

Additional information

Funding

The research of Jung In Seo was supported by the National Research Foundation of Korea (NRF) grant funded by the Ministry of Education (No. 2019R1I1A3A01062838). The research of Yongku Kim was supported by Basic Science Research Program through the National Research Foundation of Korea (NRF) funded by the Ministry of Education (No. 2018R1D1A1B07043352).