THE ODDS GENERALIZED GAMMA-G FAMILY OF DISTRIBUTIONS: PROPERTIES, REGRESSIONS AND APPLICATIONS

M. Arslan Nasir, Muhammad H. Tahir, Christophe Chesneau () and Farrukh Jamal
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M. Arslan Nasir: Govt S.E College Bahawalpur
Muhammad H. Tahir: The Islamia University Bahawalpur
Christophe Chesneau: University of Caen Normandie
Farrukh Jamal: Govt. S.A Postgraduate College Dera Nawab Sahib

Statistica, 2020, vol. 80, issue 1, 3-38

Abstract: In this article, a new odds generalized gamma-G family of distributions, called the GG-G family of distributions, is introduced. We propose a complete mathematical and statistical study of this family, with a special focus on the Fréchet 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 ith 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.

Keywords: Gamma distribution; Moments; Order statistics; Rényi entropy; Maximum likelihood method; Regression model; Data analysis (search for similar items in EconPapers)
Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:bot:rivsta:v:80:y:2020:i:1:p:3-38

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