Theoretical Mathematics and Applications
In this paper, a new class of weighted generalization of the Rayleigh distribution is constructed and studied. The statistical properties of these distributions including the behavior of hazard or failure rate and reverse hazard functions, moments, moment generating function, mean, variance, coecient of variation, coecient of skewness, coecient of kurtosis are obtained. Other important properties including entropy (Shannon, beta and generalized) which are measures of the uncertainty in these distributions are also presented.
Shi, Xueheng, Broderick O. Oluyede, Marvis Pararai.
"Theoretical Properties of the Weighted Generalized Rayleigh and Related Distributions."
Theoretical Mathematics and Applications, 2 (2): 45-62.