Generalized Weighted Exponential Distribution

Abstract

The new class of weighted exponential (WE) distributions obtained by Gupta and Kundu (2009) by implementing Azzalini's method to the exponential distribution. In this study, we generalize the WE distribution to a new class of generalized weighted exponential (GWE) distribution. Several statistical and reliability properties of this new class of distribution are obtained. Estimation and inference procedure for distribution parameters are investigated. Finally, we show that the proposed model can provide better fit than the recent class of weighted exponential by using two real data examples.

Keywords:

• Hazard function
• Mean residual life time
• Maximum likelihood estimates
• Stochastic orders
• Weighted exponential distribution

Mathematics Subject Classification:

• 60-XX