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Marshall–Olkin q-Weibull distribution and max–min processes

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Abstract

In this paper, we introduce a new probability model known as Marshall–Olkin q-Weibull distribution. Various properties of the distribution and hazard rate functions are considered. The distribution is applied to model a biostatistical data. The corresponding time series models are developed to illustrate its application in times series modeling. We also develop different types of autoregressive processes with minification structure and max–min structure which can be applied to a rich variety of contexts in real life. Sample path properties are examined and generalization to higher orders are also made. The model is applied to a time series data on daily discharge of Neyyar river in Kerala, India.

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Authors and Affiliations

  1. Department of Statistics, Mahatma Gandhi University, St. Thomas College, Pala, Kottayam, India

    K. K. Jose

  2. Centre for Mathematical Sciences, Pala Campus, Arunapuram P.O., Pala, Kottayam, Kerala, 686 574, India

    Shanoja R. Naik

  3. Faculty of Sciences and Mathematics, University of Niš, Niš, Serbia

    Miroslav M. Ristić

Authors
  1. K. K. Jose
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  2. Shanoja R. Naik
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  3. Miroslav M. Ristić
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Correspondence to K. K. Jose.

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Jose, K.K., Naik, S.R. & Ristić, M.M. Marshall–Olkin q-Weibull distribution and max–min processes. Stat Papers 51, 837–851 (2010). https://doi.org/10.1007/s00362-008-0173-9

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  • DOI: https://doi.org/10.1007/s00362-008-0173-9

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