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Revista Colombiana de Estadística

Print version ISSN 0120-1751

Rev.Colomb.Estad. vol.41 no.1 Bogotá Jan./June 2018

http://dx.doi.org/10.15446/rce.v41n1.66542 

Artículos originales de investigación

The Odd Log-Logistic Dagum Distribution: Properties and Applications

La distribución Odd Log-Logistica de Dagum: propiedades y aplicaciones

Filippo Domma1  a  , Abbas Eftekharian2  b  , Ahmed Z. Afify3  c  , Morad Alizadeh4  d  , Indranil Ghosh5  e 

1 Department of Economics, Statistics and Finance, University of Calabria, Rende CS, Italy.

2 Department of Statistics, University of Hormozgan, Bandar Abbas, Iran.

3 Department of Statistics, Mathematics and Insurance, Benha University, Benha, Egypt.

4 Department of Statistics, Faculty of Sciences, Persian Gulf University, Bushehr, Iran.

5 Department of Mathematics and Statistics, University of North Carolina Wilmington city, United States.

Abstract

This paper introduces a new four-parameter lifetime model called the odd log-logistic Dagum distribution. The new model has the advantage of being capable of modeling various shapes of aging and failure criteria. We derive some structural properties of the model odd log-logistic Dagum such as order statistics and incomplete moments. The maximum likelihood method is used to estimate the model parameters. Simulation results to assess the performance of the maximum likelihood estimation are discussed. We prove empirically the importance and flexibility of the new model in modeling real data.

Key words: Dagum Distribution; Maximum Likelihood; Odd Log-Logistic Family; Order Statistics

Resumen

Este artículo introduce un nuevo modelo de sobrevida de cuatro parámetros llamado la distribución Odd Log-Logistica de Dagum. El nuevo modelo tiene la ventaja de ser capaz de modelar varias formas de envejecimiento y criterios de falla. Derivamos propiedades estructurales del modelo Odd Log-Logistica de Dagum tales como estadísticos de orden y momentos incompletos. El método de máxima verosimilitud es usado para estimar los parámetros del modelo. Se discuten resultados de algunas simulaciones, las cuales permitieron establecer la eficiencia del método de máxima verosimilitud. Probamos empíricamente la importancia y flexibilidad del nuevo modelo a través de un ejemplo en datos reales.

Palabras-clave: distribución Dagum; familia Odd-Log-Logística; máxima verosimilitud; estadísticas de orden

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