A new extension of XLindley distribution with mathematical properties, estimation, and application on the rainfall...

Data analysis is indeed quite popular and crucial in various fields such as meteorology, hydrology, epidemiology, economics, and biology. So, the purpose of this study is to introduce a new probability distribution to analyze rainfall data. A new extension of XLindley distribution is introduced using the alpha power transformation technique. The new distribution is named "alpha power transformed XLindley - (APTXL) distribution". Mathematical properties of APTXL distribution are derived such as ordinary moments, moment generating function, quantile function, mean residual life function, and order statistics. The model parameters are estimated using five different estimation methods such as maximum likelihood, Anderson Darling, Cramer von Misses, Ordinary least squares, and weighted least squares. A comprehensive simulation study is utilized to check the behavior and efficiency of the derived estimators. It is found that the weighted least square approach efficiently estimates the model parameter than the other methods. This derivation of a new model not only contributes to theoretical advances in statistical methodology but also provides practical methods for rainfall data modeling. The APTXL distribution is used to evaluate rainfall datasets from Saudi Arabia. It is identified that the APTXL distribution provides efficient results as compared to considered competitive distributions.