The Zografos–Balakrishnan-G Family of Distributions: Mathematical Properties and Applications
Saralees Nadarajah,
Gauss M. Cordeiro and
Edwin M. M. Ortega
Communications in Statistics - Theory and Methods, 2015, vol. 44, issue 1, 186-215
Abstract:
For any continuous baseline G distribution, Zografos and Balakrishnan (2009) and Ristić and Balakrishnan (2012) proposed novel generalized gamma-generated distributions (denoted here with the prefixes “Zografos–Balakrishnan-G” and “Ristić–Balakrishnan-G”) with an extra positive parameter. They studied some mathematical properties and presented special sub-models. Here, we provide a comprehensive treatment of general mathematical properties of Zografos–Balakrishnan-G distributions. We discuss estimation of the parameters by maximum likelihood and provide an application to a real data set. We also propose bivariate generalizations.
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:44:y:2015:i:1:p:186-215
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DOI: 10.1080/03610926.2012.740127
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