A new reciprocal Rayleigh extension: properties, copulas, different methods of estimation and a modified right-censored test for validation

Abstract In this article, a new reciprocal Rayleigh extension called the Xgamma model is defined and studied. The relevant statistical properties are derived, useful results related to convexity concavity addressed. We discussed estimation of parameters using different methods such as maximum likelihood method, ordinary least squares weighted Cramer-Von-Mises bootstrapping method. A simulation study was conducted assess performances proposed investigated through study. Many bivariate multivariate type have also been derived based on Farlie-Gumbel-Morgenstern copula, Clayton Renyi’s entropy copula Ali-Mikhail-Haq copula. modified Nikulin-Rao-Robson test for right-censored validation applied censored real data set.