Open AccessA New Distribution for Modeling Lifetime Data with Different Methods of Estimation and Censored Regression Modeling
Author(s) -
Mohamed Ibrahim,
Emrah Altun,
Haitham M. Yousof
Publication year - 2020
Publication title -
statistics, optimization and information computing
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.297
H-Index - 12
eISSN - 2311-004X
pISSN - 2310-5070
DOI - 10.19139/soic-2310-5070-678
Subject(s) - bootstrapping (finance) , deviance (statistics) , statistics , maximum likelihood , covariate , restricted maximum likelihood , computer science , mathematics , regression analysis , mean squared error , plot (graphics) , econometrics
In this paper and after introducing a new model along with its properties, we estimate the unknown parameter of the new model using the Maximum likelihood method, Cram er-Von-Mises method, bootstrapping method, least square method and weighted least square method. We assess the performance of all estimation method employing simulations. All methods perform well but bootstrapping method is the best in modeling relief times whereas the maximum likelihood method is the best in modeling survival times. Censored data modeling with covariates is addressed along with the index plot of the modified deviance residuals and its Q-Q plot.