A NEW WEIGHTED EXPONENTIAL DISTRIBUTION AND ITS APPLICATION TO THE COMPLETE AND CENSORED DATA

Abstract

The class of weighted exponential (WE) distribution was introduced in the seminal paper by Gupta and Kundu (2009) and have received a great deal of attention in recent years. In the
present  paper,  we  define  a  flexible  extension  of  the  weighted  exponential  distribution  called  new
weighted exponential (NEW) distribution. Various structural properties including statistical and
reliability measures of the new distribution are derived. The method of maximum likelihood
is  used  to  estimate  the  parameters  of  the  distribution  in  complete  and  censored  setting.  A
simulation study is conducted to examine the bias and mean square error of the maximum
likelihood estimators. Finally, two real data sets have been analyzed for illustrative purposes
and  it is  observed that in both  cases the proposed model  fits better than Weibull,  gamma,
weighted  exponential,  two-parameter  weighted  exponential,  log-logistic  ,  generalized
exponential and generalized Weibull distributions.   

Keywords

• Weighted exponential distribution,Censored data,Simulation,Reliability,

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