DUS-neutrosophic multivariate inverse Weibull distribution: properties and applications

Abstract

Abstract The existing DUS-multivariate inverse Weibull distribution under classical statistics can be applied when all observations in the data are imprecise. In this paper, we introduce DUS-neutrosophic multivariate inverse Weibull distribution that can be used when the observations in the data are imprecise or in intervals. We derive some statistical properties and functions of DUS-neutrosophic multivariate inverse Weibull distribution. We also discuss the maximum likelihood estimation method for estimating the parameters. Monte-Carlo simulation study is performed to study the behavior of maximum likelihood estimates. We compare the efficiency of the proposed DUS-neutrosophic multivariate inverse Weibull distribution with the existing distributions under classical statistics. From the comparison, it is found that the proposed DUS-neutrosophic multivariate inverse Weibull distribution provides smaller values of Akaike’s information criteria and Bayesian information criteria than the existing distributions under classical statistics. The proposed study can be extended for other statistical distributions as future research.

Keywords

• DUS-transformation
• Copula function
• Multivariate distributions
• Neutrosophic statistics
• Simulation study