This article addresses the various properties and different methods of estimation of the unknown parameters of a three-parameter Dagum distribution from the frequentist point of view. Although, our main focus is on estimation from frequentist point of view, yet, various mathematical and statistical properties of the Dagum distribution (such as quantiles, moments, moment generating function, hazard rate, mean residual lifetime, mean past lifetime, mean deviation about mean and median, various entropies, Bonferroni and Lorenz curves and order statistics) are derived. We briefly describe different frequentist approaches, namely, maximum likelihood estimators, moments estimators, L-moment estimators, percentile based estimators, least squares estimators, maximum product of spacings estimators, minimum distances estimators, Cram\'{e}r-von-Mises estimators, Anderson-Darling and right-tail Anderson-Darling estimators and compare them using extensive numerical simulations. Monte Carlo simulations are performed to compare the performances of the proposed methods of estimation for both small and large samples. Finally, a real data set have been analyzed for illustrative purposes.

We consider the estimation problem of the probabilityS=P(Y<X)for Lomax distribution based on general progressive censored data. The maximum likelihood estimator and Bayes estimators are obtained using the symmetric and asymmetric balanced loss functions. The Markov chain Monte Carlo (MCMC) methods are used to accomplish some complex calculations. Comparisons are made between Bayesian and maximum likelihood estimators via Monte Carlo simulation study.

In this article, a new cubic transmuted (CT) family of distributions has been proposed by adding one more parameter. We have introduced cubic transmuted uniform (CTU) distribution by using the proposed class. We have also provided a detail description of the statistical properties of the proposed CTU distribution along with its estimation and real-life application.

The complementary exponential–geometric distribution has been proposed recently as a simple and useful reliability model for analysing lifetime data. For this distribution, some recurrence relations are established for the single and product moments of order statistics. These recurrence relations enable the computation of the means, variances and covariances of all order statistics for all sample sizes in a simple and efficient recursive manner. By using these relations, we have tabulated the means, variances and covariances of order statistics from samples of sizes up to 10 for various values of the shape parameter θ. These values are in turn used to determine the best linear unbiased estimator of the scale parameter β based on complete and Type-II right-censored samples.

Transmutation is the functional composition of the cumulative distribution function (cdf) of one distribution with the inverse cumulative distribution function (quantile function) of another. Shaw and Buckley(2007), first apply this concept and introduced quadratic transmuted family of distributions. In this article, we have presented a review about the transmuted families of distributions. We have also listed the transmuted distributions, available in the literature along with some concluding remarks.