Compound Extended Geometric Distribution and Some of Its Properties

Sandhya E and Latha C M

International Journal of Statistics and Probability, 2019, vol. 8, issue 3, 96

Abstract: The compound extended geometric distribution (CEG distribution) is introduced. Probabilities of the distribution are evaluated. Certain statistical, distributional and reliability properties are discussed. The distribution is characterized using S- function. An AR(1) process corresponding to CEG distribution is derived. Simulation and estimation of parameters are done using the method of moments and BHHJ estimation.

Date: 2019
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