article
The Marshall-Olkin extended Weibull family of distributions
Registro en:
2195-5832
Autor
Santos-Neto, Manoel
Bourguignon, Marcelo
Zea, Luz M.
Nascimento, Abraão DC
Cordeiro, Gauss M.
Resumen
We introduce a new class of models called the Marshall-Olkin extended Weibull family
of distributions based on the work by Marshall and Olkin (Biometrika 84:641–652, 1997).
The proposed family includes as special cases several models studied in the literature
such as the Marshall-Olkin Weibull, Marshall-Olkin Lomax, Marshal-Olkin Fréchet and
Marshall-Olkin Burr XII distributions, among others. It defines at least twenty-one special
models and thirteen of them are new ones. We study some of its structural properties
including moments, generating function, mean deviations and entropy. We obtain the
density function of the order statistics and their moments. Special distributions are
investigated in some details. We derive two classes of entropy and one class of
divergence measures which can be interpreted as new goodness-of-fit quantities. The
method of maximum likelihood for estimating the model parameters is discussed for
uncensored and multi-censored data. We perform a simulation study using Markov
Chain Monte Carlo method in order to establish the accuracy of these estimators. The
usefulness of the new family is illustrated by means of two real data sets.