A New Lifetime Distribution with Properties, Characterizations, Validation Testing and Different Estimation Methods

A new lifetime distribution is proposed and its properties are studied. The density function has a heavy right skew tails with different shapes. failure rate can be “constant”, “bathtub (U)”, “increasing-constant”, “decreasing-constant”, “upside down” down-U”. Complexity of the most integrals related to statistical solved numerically analyzed. Simple type copula presented. Numerical calculations for analyzing skewness kurtosis Different estimation methods such as maximum likelihood method, Cramer-von-Mises ordinary least square weighted Anderson Darling tail method left tail-Anderson considered. simulation studies performed. An example environmental real data set employed compare methods. Another presented measure importance flflexibility model. Using validation approach by Bagdonavicius Nikulin (2011) censored data, we propose construction modifified chi-square goodness-of-fifit tests Based on estimators initial statistics recover information lost while grouping follow models. All elements criteria given explicitly. from simulated samples four sets have been analyzed illustrate feasibility test.