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A weighted version of Gamma distribution

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Języki publikacji
EN
Abstrakty
EN
Weighted Gamma (WG), a weighted version of Gamma distribution, is introduced. The hazard function is increasing or upside-down bathtub depending upon the values of the parameters. This distribution can be obtained as a hidden upper truncation model. The expressions for the moment generating function and the moments are given. The non-linear equations for finding maximum likelihood estimators (MLEs) of parameters are provided and MLEs have been computed through simulations and also for a real data set. It is observed that WG fits better than its submodels (WE), Generalized Exponential (GE), Weibull and Exponential distributions.
Twórcy
autor
  • Department of Statistics, Panjab University, Chandigarh 160014, India
autor
  • Department of Statistics, Panjab University, Chandigarh 160014, India
  • Department of Mathematics, Statistics and Computer Science, The University of New Brunswick, Saint John, Canada, E2L 4L5
Bibliografia
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  • [14] C.D. Lai and M. Xie, Stochastic Ageing and Dependence for Reliability (Germany, Springer, 2006). doi: 10.1007/0-387-34232-X
  • [15] M. Mahfoud and G.P. Patil, On Weighted Distributions, in: G. Kallianpur, P.R. Krishnaiah and J.K. Ghosh, eds., Statistics and Probability: Essays in Honor of C.R. Rao (North-Holland, Amsterdam, 1982) 479-492.
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  • [17] G.P. Patil, Weighted Distributions, Encyclopaedia of Environmetrics, eds., A.H. El-Shaarawi and W.W. Piegorsch, 2369-2377 (John Wiley & Sons, Ltd, Chichester, 2002).
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Typ dokumentu
Bibliografia
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bwmeta1.element.bwnjournal-article-doi-10_7151_dmps_1166
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