From Complexity to Applicability: The Arcsine New Cotangent Family of Distributions
摘要
This paper introduces the Arcsin-New Cotangent (ANCT) family of distributions, a highly flexible lifetime model constructed by compounding an arcsine transformation with a cotangent-based mathematical framework. To demonstrate its practical utility, we extend the classical Weibull distribution to develop the three-parameter Arcsin-New Cotangent Weibull (ANCT-W) model. An explicit closed-form expression is derived for the quantile function to enable straightforward stochastic representation and data generation. Due to the analytical intractability of higher-order statistical properties under standard special functions, comprehensive numerical computations of key distributional characteristics—including the mean, variance, skewness, kurtosis, and quartiles—are performed across diverse parameter combinations via adaptive numerical routines. Parameter estimation is explored through six frequentist techniques alongside a Bayesian paradigm under a Markov Chain Monte Carlo framework. A comprehensive Monte Carlo simulation study across sample sizes ranging from