A New Three-Parameter Inverse Rayleigh Distribution: Simulation and Application to Real Data

In this paper, we introduce a new three-parameter inverse Rayleigh distribution that extends the inverse Rayleigh distribution, constructed based on the generalized transmuted family of distributions proposed by Alizadeh, Merovci, and Hamedani. We explore statistical properties such as the quantile function, moments, harmonic mean, mean deviation, stress–strength reliability, and entropy. Parameter estimation is performed using various methods, including maximum likelihood, least squares, the method of the maximum product of spacings, and the method of Cramér–von Mises. The usefulness of the new three-parameter inverse Rayleigh distribution is illustrated by modeling a real dataset, demonstrating its superior fit compared to several other distributions.