Statistical properties on generalized half-logistic distribution

Suk-Bok Kang, Yongku Kim, Jung-In Seo
2020 Journal of the Korean Data and Information Science Society  
This paper addresses statistical properties of the generalized half-logistic distribution. We first establish the relations between the generalized half-logistic distribution and some well-known probability distributions, and then derive the moments of a random variable from the generalized half-logistic distribution. In addition, the maximum likelihood method is developed to provide the maximum likelihood estimators and approximate confidence intervals for unknown parameters. Note that the
more » ... . Note that the shape parameter can be the parameter of interest because the generalized half-logistic distribution has different shapes according to the value of the shape parameter. Therefore, we provide an unbiased estimator and an exact confidence interval based on a pivotal quantity for the shape parameter of the generalized half-logistic distribution, which is more efficient than the maximum likelihood estimation. Finally, we show that the generalized half-logistic distribution is available as a failure time model through real data analysis.
doi:10.7465/jkdi.2020.31.2.439 fatcat:66ijuhj365fxtmf7ebzz5j2c5a