Analyzing survival data with highly negatively skewed distribution: The Gompertz-sinh family

Kahadawala Cooray and Malwane Ananda

Journal of Applied Statistics, 2010, vol. 37, issue 1, 1-11

Abstract: In this article, we explore a new two-parameter family of distribution, which is derived by suitably replacing the exponential term in the Gompertz distribution with a hyperbolic sine term. The resulting new family of distribution is referred to as the Gompertz-sinh distribution, and it possesses a thicker and longer lower tail than the Gompertz family, which is often used to model highly negatively skewed data. Moreover, we introduce a useful generalization of this model by adding a second shape parameter to accommodate a variety of density shapes as well as nondecreasing hazard shapes. The flexibility and better fitness of the new family, as well as its generalization, is demonstrated by providing well-known examples that involve complete, group, and censored data.

Keywords: goodness-of-fit; gompertz distribution; maximum likelihood (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (3)

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DOI: 10.1080/02664760802663072

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