A Class of Weighted Weibull Distributions and Its Properties.docVIP

A Class of Weighted Weibull Distributions and Its Properties 　　Abstract： The Weibull distribution is a well known and common distribution. In this article， a skewness parameter to a Weibull distribution is introduced using an idea of Azzalini， which creates a new class of weighted Weibull distributions. This new distribution has a probability density function with skewness representing a general case of weighted probability density function of the Extreme value distribution， the Rayleigh distribution and Exponential distribution. Different properties of this new distribution are discussed and the inference of the old parameters and the skewness parameter is studied. 　　Key words： Hazard function； Moment generating function； Truncated distribution； Weighted gamma distribution； Selection model； Constrained normal mean vector； Probabilistic representation 　　1. INTRODUCTION 　　The usefulness and applications of parametric distributions including the Weibull distribution， the Raleigh distribution and the extreme value distribution in various areas including reliability， renewal theory， and branching processes can be seen in recent papers by several authors including Oluyede [19] and in references therein. 　　Weighted distributions are used to adjust the probabilities of the events as observed and recorded. Patil and Rao [20] discussed how， for example， truncated distributions and damaged observations can give rise to weighted distributions. 　　Azzalini [4] was thefirst to introduce the skew-normal distribution to incorporate a shape/skewness parameter to a normal distribution depending on a weighted function denoted by F（αX） whereαis a skewness parameter. Since then extensive work has been done to introduce a skewness parameter to some symmetric distributions， for instance skew-t， skew-Cauchy， skew-Laplace， skew-logistic. In general， skew-symmetric distributions have been defined and several of their properties and inference procedures have been discussed， see for