The Stacy-G Class: A New Family of Distributions with Regression Modeling and Applications to Survival Real Data

Lucas D. Ribeiro Reis, Gauss M. Cordeiro and Maria do Carmo S. Lima
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Lucas D. Ribeiro Reis: Department of Statistics, Federal University of Pernambuco, Recife 50710-165, Brazil
Gauss M. Cordeiro: Department of Statistics, Federal University of Pernambuco, Recife 50710-165, Brazil
Maria do Carmo S. Lima: Department of Statistics, Federal University of Pernambuco, Recife 50710-165, Brazil

Stats, 2022, vol. 5, issue 1, 1-43

Abstract: We study the Stacy-G family, which extends the gamma-G class and provides four of the most well-known forms of the hazard rate function: increasing, decreasing, bathtub, and inverted bathtub. We provide some of its structural properties. We estimate the parameters by maximum likelihood, and perform a simulation study to verify the asymptotic properties of the estimators for the Burr-XII baseline. We construct the log-Stacy-Burr XII regression for censored data. The usefulness of the new models is shown through applications to uncensored and censored real data.

Keywords: Burr-XII distribution; gamma-G family; regression; simulation study; Stacy distribution (search for similar items in EconPapers)
JEL-codes: C1 C10 C11 C14 C15 C16 (search for similar items in EconPapers)
Date: 2022
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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