On transmuted generalized linear exponential distribution

Abstract

In this paper, we introduce a transmuted generalized linear exponential distribution (TGLED) through the quadratic rank transmutation function studied by Shaw and Buckley (2009). The TGLED includes exponential distribution (ED), linear exponential distribution (LED) and generalized linear exponential distribution (GLED) as sub-models. Various statistical properties like moments, the mode, quantile and hazard rate function are discussed. We also derive the expression for the stress-strength parameter and discuss its estimation procedure. Finally, some properties of the maximum likelihood estimators (MLE’s) for the parameters are studied using simulated data and some applications of the proposed model to real data are also provided.

Keywords:

• Generalized linear exponential distribution (GLED)
• transmuted generalized linear exponential distribution (TGLED)
• failure rate function
• stress-strength parameter
• maximum likelihood estimation

2010 MATHEMATICS SUBJECT CLASSIFICATION:

• Primary: 60E05
• Secondary: 62N05