Two-Sided Generalized Exponential Distribution

Mustafa Ç. Korkmaz and Ali İ. Genç

Communications in Statistics - Theory and Methods, 2015, vol. 44, issue 23, 5049-5070

Abstract: We derive a generalization of the exponential distribution by making log transformation of the standard two-sided power distribution. We show that this new generalization is in fact a mixture of a truncated exponential distribution and truncated generalized exponential distribution introduced by Gupta and Kundu [Generalized exponential distributions. Aust. N. Z. J. Stat. 41(1999):173–188]. The newly defined distribution is more flexible for modeling data than the ordinary exponential distribution. We study its properties, estimate the parameters, and demonstrate it on some well-known real data sets comparing other existing methods.

Date: 2015
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DOI: 10.1080/03610926.2013.813041

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