November 16, 2024
Morad Alizadeh

Morad Alizadeh

Academic Rank: Assistant professor
Address:
Degree: Ph.D in Statistics
Phone: 0
Faculty: Faculty of Intelligent Systems and Data Science

Research

Title Arctan-Based Family of Distributions: Properties, Survival Regression, Bayesian Analysis and Applications
Type Article
Keywords
arctangent function; bayesian estimation; maximum likelihood; loss function; odd log-logistic distribution; survival regression; statistical distribution
Journal AXIOMS
DOI 10.3390/axioms11080399
Researchers Omid Kharazmi (First researcher) , Morad Alizadeh (Second researcher) , Javier E. Contreras-Reyes (Third researcher) , Hossein Haghbin (Fourth researcher)

Abstract

: In this paper, a new class of the continuous distributions is established via compounding the arctangent function with a generalized log-logistic class of distributions. Some structural properties of the suggested model such as distribution function, hazard function, quantile function, asymptotics and a useful expansion for the new class are given in a general setting. Two special cases of this new class are considered by employing Weibull and normal distributions as the parent distribution. Further, we derive a survival regression model based on a sub-model with Weibull parent distribution and then estimate the parameters of the proposed regression model making use of Bayesian and frequentist approaches. We consider seven loss functions, namely the squared error, modified squared error, weighted squared error, K-loss, linear exponential, general entropy, and precautionary loss functions for Bayesian discussion. Bayesian numerical results include a Bayes estimator, associated posterior risk, credible and highest posterior density intervals are provided. In order to explore the consistency property of the maximum likelihood estimators, a simulation study is presented via Monte Carlo procedure. The parameters of two sub-models are estimated with maximum likelihood and the usefulness of these sub-models and a proposed survival regression model is examined by means of three real datasets.