Benrabia Distribution: Properties and Applications


In this paper, we propose a new two parameter continuousdistribution. It is called a Benrabia distribution. Some statisticalproperties are derived such as: the moment generating function, the moments and related measures, the reliability analysis and related functions. Also, the distribution of order statistics and the quantile function are presented and  the  R\acute{e}nyi entropy is derived.The method of maximum likelihood estimation is used to estimate thedistribution parameters. A simulation is performed to investigate the performance of MLE, real data applications show that the proposed distribution can provide a better fit than several well-known distributions.

DOI Code: 10.1285/i20705948v15n2p300

Keywords: Mixing distribution, Benrabia distribution, reliability analysis, R$\acute{e}$nyi entropy, maximum likelihood estimation, moment generating function


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