Artículo
On the Muth Distribution
Autor/es | Jodrá Esteban, Pedro
Jiménez Gamero, María Dolores Alba Fernández, María Virtudes |
Departamento | Universidad de Sevilla. Departamento de Estadística e Investigación Operativa |
Fecha de publicación | 2015-05-15 |
Fecha de depósito | 2023-03-13 |
Publicado en |
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Resumen | The Muth distribution is a continuous random variable introduced inthe context of reliability theory. In this paper, some mathematical properties of themodel are derived, including analytical expressions for the ... The Muth distribution is a continuous random variable introduced inthe context of reliability theory. In this paper, some mathematical properties of themodel are derived, including analytical expressions for the moment generating func-tion, moments, mode, quantile function and moments of the order statistics. In thisregard, the generalized integro-exponential function, the LambertWfunction and thegolden ratio arise in a natural way. The parameter estimation of the model is per-formed by the methods of maximum likelihood, least squares, weighted least squaresand moments, which are compared via a Monte Carlo simulation study. A naturalextension of the model is considered as well as an application to a real data set. |
Cita | Jodrá Esteban, P., Jiménez Gamero, M.D. y Alba Fernández, M.V. (2015). On the Muth Distribution. Mathematical modelling and analysis, 20 (3), 291-310. https://doi.org/https://doi.org/10.3846/13926292.2015.1048540. |
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