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Marshall-Olkin Linear Exponential Distribution and its Applications
Abstract
We introduce a new distribution called Marshall-Olkin Linear Exponential (MOLE) distribution and derive some structural properties including expansion for pdf, order statistics, moments of order statistics, Rényi entropy etc. The structural analysis of the distribution includes moments, quantiles, mean deviation and geometric extreme stability. L-moments are discussed. We discuss maximum likelihood estimation and also an alternative method to estimate model parameters. The stress strength analysis for the new model is discussed and the result is verified using simulation. We develop four types of AR (1) models with minification structure as well as max-min structure having MOLE stationary marginal distributions and establish some properties. The models are applied to two real life data sets which illustrate the superiority of the proposed distribution over the other existing distributions.
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References
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