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Pré-Publication, Document De Travail Année : 2019

Box-Cox Gamma-G family of distributions: Theory and Applications

Résumé

This paper is devoted to a new family of distributions called the Box-Cox Gamma-G family of distributions. It can be viewed as a natural generalization of the useful RB-G family of distributions, containing a wide variety of power Gamma-G distributions, including the odd one. The key tool of this generalization is the use of the Box-Cox transformation. Some mathematical properties of the new family of distributions are derived. Then a specific member with three parameters, based on the half-Cauchy distribution as baseline, is studied and considered as a statistical model. The estimation of its parameters is discussed by the method of maximum likelihood. A simulation study is provided to support the theoretical convergence of the estimators. Finally, two real data sets are considered to show the power of adjustment of the new model compared to other competitive models.
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Dates et versions

hal-02022458 , version 1 (17-02-2019)

Identifiants

  • HAL Id : hal-02022458 , version 1

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Farrukh Jamal, Christophe Chesneau. Box-Cox Gamma-G family of distributions: Theory and Applications. 2019. ⟨hal-02022458⟩
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