학술논문

Some Generalizations of Weibull Distribution and Related Processes
Document Type
article
Source
Journal of Statistical Theory and Applications (JSTA), Vol 14, Iss 4 (2015)
Subject
Autoregressive process
Double Weibull distribution
Generalized asymmetric double Weibull distribution
Marshall-Olkin extended Weibull distribution
Minification process
Stationarity.
Probabilities. Mathematical statistics
QA273-280
Language
English
ISSN
1538-7887
Abstract
A new class of distributions containing Marshall-Olkin extended Weibull distribution is introduced. The role of this distribution in the study of minification process is established. A new class of distributions that includes the Laplace and Logistic distributions is introduced. Properties and generation of Marshall-Olkin extended Double Weibull distribution and Marshall-Olkin extended asymmetric double Weibull distribution are discussed. The distribution of daily stock price index of Bombay stock exchange (INDIA) is identified as generalised asymmetric double Weibull model and its estimation and predictions are done.