A NEW WEIGHTED EXPONENTIAL DISTRIBUTION AND ITS APPLICATION TO THE COMPLETE AND CENSORED DATA
The class of weighted exponential (WE) distribution was introduced in the seminal paper by Gupta and Kundu (2009) and have received a great deal of attention in recent years. In the
present paper, we define a ﬂexible extension of the weighted exponential distribution called new
weighted exponential (NEW) distribution. Various structural properties including statistical and
reliability measures of the new distribution are derived. The method of maximum likelihood
is used to estimate the parameters of the distribution in complete and censored setting. A
simulation study is conducted to examine the bias and mean square error of the maximum
likelihood estimators. Finally, two real data sets have been analyzed for illustrative purposes
and it is observed that in both cases the proposed model ﬁts better than Weibull, gamma,
weighted exponential, two-parameter weighted exponential, log-logistic , generalized
exponential and generalized Weibull distributions.
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