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Abstract

The researchers in applied statistics are recently highly motivated to introduce new generalizations of distributions due to the limitations of the classical univariate distributions. In this study, we propose a new family called new generalized-X family of distributions. A special sub-model called new generalized-Weibull distribution is studied in detail. Some basic statistical properties are discussed in depth. The performance of the new proposed model is assessed graphically and numerically. It is compared with the five well-known competing models. The proposed model is the best in its performance based on the model adequacy and discrimination techniques. The analysis is done for the real data and the maximum likelihood estimation technique is used for the estimation of the model parameters. Furthermore, a simulation study is conducted to evaluate the performance of the maximum likelihood estimators. Additionally, we discuss a mixture of random effect models which are capable of dealing with the overdispersion and correlation in the data. The models are compared for their best fit of the data with these important features. The graphical and model comparison methods implied a good improvement in the combined model.

Keywords

NG-X Family NG-Weibull distribution Weibull distribution Simulation Combined model Random effect models Overdispersion correlation

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How to Cite
Roozegar, R., Tekle, G., & Hamedani, G. (2022). A New Generalized-X Family of Distributions: Applications, Characterization and a Mixture of Random Effect Models. Pakistan Journal of Statistics and Operation Research, 18(2), 483-504. https://doi.org/10.18187/pjsor.v18i2.4043
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