Describing the Flexibility of the Generalized Gamma and Related Distributions

Matthew Matheson (), Alvaro Muñoz () and Christopher Cox ()
Additional contact information
Matthew Matheson: Johns Hopkins Bloomberg School of Public Health
Alvaro Muñoz: Johns Hopkins Bloomberg School of Public Health
Christopher Cox: Johns Hopkins Bloomberg School of Public Health

Journal of Statistical Distributions and Applications, 2017, vol. 4, issue 1, 1-9

Abstract: Abstract The generalized gamma (GG) distribution is a widely used, flexible tool for parametric survival analysis. Many alternatives and extensions to this family have been proposed. This paper characterizes the flexibility of the GG by the quartile ratio relationship, log(Q2/Q1)/log(Q3/Q2), and compares the GG on this basis with two other three-parameter distributions and four parent distributions of four or five parameters. For most parameter combinations of other distributions, a very similar GG, as assessed by the Kullback-Liebler distance, can be found by matching the three quartiles; extreme cases where this fails are examined. Limited additional flexibility is observed, supporting the basic GG family as an ideal platform for parametric survival analysis.

Keywords: Generalized gamma; Parametric survival analysis; Hazard functions; Kullback-Liebler distance (search for similar items in EconPapers)
Date: 2017
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1186/s40488-017-0072-5 Abstract (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:jstada:v:4:y:2017:i:1:d:10.1186_s40488-017-0072-5

Ordering information: This journal article can be ordered from
http://www.springer.com/statistics/journal/40488

DOI: 10.1186/s40488-017-0072-5

Access Statistics for this article

Journal of Statistical Distributions and Applications is currently edited by Felix Famoye and Carl Lee

More articles in Journal of Statistical Distributions and Applications from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().