1
Faculty Member, Department of Statistics, Vali Asr University, Rafsanjan, Iran
2
Master's degree in Statistics, University of Mazandaran, Iran
Abstract
In this paper, a new probability distribution based on the family of hyperbolic cosine F-(HCF) distributions is introduced and its various statistical properties and reliability are investigated. The new class of HCF distributions is obtained by combining a cumulative F distribution with the hyperbolic cosine function. Based on the basic log-logistic distribution, a new distribution called hyperbolic cosine log-logistic (HCLL) is introduced and various properties of the distribution such as moments, quantiles, moment generating function, failure rate function, mean remaining life, ordinal statistics and stress-resistance parameter are presented. The estimation of the parameters of the HCLL distribution for a real data set is investigated through three methods: maximum likelihood, Bayesian and autocorrelation (parametric and nonparametric). The efficiency of the maximum likelihood estimation method is evaluated through Monte Carlo simulation. Also, in the application section, using a real dataset, the superiority of the HCLL model over the generalized exponential, Weibull, exponential hyperbolic cosine, gamma, and weighted exponential distributions is demonstrated through various model selection criteria.
Kharazmi, O. & Saadati Nik, A. (2018). Log-logistic hyperbolic cosine distribution and estimation of its parameters using maximum likelihood, Bayesian, and autocorrelation methods. Andishe_ye Amari, 22(2), 111-123.
MLA
Kharazmi, O., & Saadati Nik, A. "Log-logistic hyperbolic cosine distribution and estimation of its parameters using maximum likelihood, Bayesian, and autocorrelation methods", Andishe_ye Amari, 22, 2, 2018, 111-123.
HARVARD
Kharazmi O., Saadati Nik A. (2018). 'Log-logistic hyperbolic cosine distribution and estimation of its parameters using maximum likelihood, Bayesian, and autocorrelation methods', Andishe_ye Amari, 22(2), pp. 111-123.
CHICAGO
O. Kharazmi & A. Saadati Nik, "Log-logistic hyperbolic cosine distribution and estimation of its parameters using maximum likelihood, Bayesian, and autocorrelation methods," Andishe_ye Amari, 22 2 (2018): 111-123,
VANCOUVER
Kharazmi O., Saadati Nik A. Log-logistic hyperbolic cosine distribution and estimation of its parameters using maximum likelihood, Bayesian, and autocorrelation methods. Andishe_ye Amari. 2018;22(2):111-123 (In Persian).