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ArticleOriginal scientific text

Title

A weighted version of Gamma distribution

Authors 1, 1, 2

Affiliations

  1. Department of Statistics, Panjab University, Chandigarh 160014, India
  2. Department of Mathematics, Statistics and Computer Science, The University of New Brunswick, Saint John, Canada, E2L 4L5

Abstract

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.

Keywords

ENG
gamma distribution, weight function, hazard function, maximum likelihood estimator, Akaike Information criterion

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Discussiones Mathematicae Probability and Statistics
2014/34/1-2
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Pages:
89-111
Main language of publication
English
Received
2014-08-08
Published
2014

DOI: 10.7151/dmps1166

Exact and natural sciences