Pré-Publication, Document De Travail Année : 2019

The odd generalized gamma-G family of distributions: Properties, regressions and applications

Résumé

In this article, a new ``odd generalized gamma-G" family of distributions, called the GG-G family of distributions, is introduced. We propose a complete mathematical and statistical studies of this family, with a special focus on the Frêchet distribution as baseline distribution. In particular, we provide infinite mixture representations of its probability density function and its cumulative distribution function, the expressions for the Rényi entropy, the reliability parameter and the probability density function of i-th order statistic. Then the statistical properties of the family are explored. Model parameters are estimated by the maximum likelihood method. A regression model is also investigated. A simulation study is performed to check the validity of the obtained estimators. Applications on real data sets are also included, with favorable comparisons to existing distributions in terms of goodness-of-fit.
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Dates et versions

hal-01916828 , version 1 (08-11-2018)
hal-01916828 , version 2 (18-11-2018)
hal-01916828 , version 3 (17-12-2018)
hal-01916828 , version 4 (05-03-2019)

Identifiants

  • HAL Id : hal-01916828 , version 4

Citer

Arslan Nasir, Farrukh Jamal, Christophe Chesneau. The odd generalized gamma-G family of distributions: Properties, regressions and applications. 2019. ⟨hal-01916828v4⟩
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