Statistical Inference of the Half-Logistic Inverse Rayleigh Distribution

• Main Authors: Abdullah M. Almarashi, Majdah M. Badr, Mohammed Elgarhy, Farrukh Jamal, Christophe Chesneau
• Format: Article
• Language: English
• Published: MDPI AG 2020-04-01
• Series: Entropy
• Subjects: inverse Rayleigh distribution; half-logistic transformation; moments; entropy; statistical inference; real data analysis
• Online Access: https://www.mdpi.com/1099-4300/22/4/449

The inverse Rayleigh distribution finds applications in many lifetime studies, but has not enough overall flexibility to model lifetime phenomena where moderately right-skewed or near symmetrical data are observed. This paper proposes a solution by introducing a new two-parameter extension of this distribution through the use of the half-logistic transformation. The first contribution is theoretical: we provide a comprehensive account of its mathematical properties, specifically stochastic ordering results, a general linear representation for the exponentiated probability density function, raw/inverted moments, incomplete moments, skewness, kurtosis, and entropy measures. Evidences show that the related model can accommodate the treatment of lifetime data with different right-skewed features, so far beyond the possibility of the former inverse Rayleigh model. We illustrate this aspect by exploring the statistical inference of the new model. Five classical different methods for the estimation of the model parameters are employed, with a simulation study comparing the numerical behavior of the different estimates. The estimation of entropy measures is also discussed numerically. Finally, two practical data sets are used as application to attest of the usefulness of the new model, with favorable goodness-of-fit results in comparison to three recent extended inverse Rayleigh models.