A new compounding family of distributions: the generalized gamma power series distributions

We propose a new four-parameter family of distributions by compounding the generalized gamma and power series distributions. The compounding procedure is based on the work by Marshall and Olkin (1997) and defines 76 sub-models. Further, it includes as special models the Weibull power series and expo...

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Detalles Bibliográficos
Autores: Silva, Rodrigo B., Bourguignon, Marcelo, Cordeiro, Gauss M.
Tipo de recurso: artículo
Estado:Versión publicada
Fecha de publicación:2016
País:Brasil
Institución:Universidade Federal do Rio Grande do Norte (UFRN)
Repositorio:Repositório Institucional da UFRN
Idioma:inglés
OAI Identifier:oai:repositorio.ufrn.br:123456789/49677
Acceso en línea:https://repositorio.ufrn.br/handle/123456789/49677
Access Level:acceso abierto
Palabra clave:Generalized gamma distribution
Generating function
Maximum likelihood estimator
Moment
Power series distribution
Descripción
Sumario:We propose a new four-parameter family of distributions by compounding the generalized gamma and power series distributions. The compounding procedure is based on the work by Marshall and Olkin (1997) and defines 76 sub-models. Further, it includes as special models the Weibull power series and exponential power series distributions. Some mathematical properties of the new family are studied including moments and generating function. Three special models are investigated in detail. Maximum likelihood estimation of the unknown parameters for complete sample is discussed. Two applications of the new models to real data are performed for illustrative purposes.