Exponentiated Transmuted Generalized Inverse Weibull Distribution a Generalization of the Generalized Inverse Weibull Distribution
Yassmen, Y. Abdelall *
Department of Mathematical Statistics, Institute of Statistical Studies and Research, Cairo University, Egypt.
*Author to whom correspondence should be addressed.
Abstract
This paper introduces a new generalization of the generalized inverse Weibull distribution. This new distribution is named exponentiated transmuted generalized inverse Weibull distribution, which contains a number of distributions as special cases. The properties of the new distribution are discussed and explicit expressions for the quantiles, moments, moment generating function and order statistics are derived. Estimation of the model parameters is performed by maximum likelihood method. Finally, the usefulness of the distribution for modeling data is illustrated using real data.
Keywords: Exponentiated transmuted generalized inverse Weibull distribution, quantiles, moment generating function, order statistics, maximum likelihood estimation.