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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.
Kategorie tematyczne
Rocznik
Tom
Numer
Strony
89-111
Opis fizyczny
Daty
wydano
2014
otrzymano
2014-08-08
Twórcy
autor
- Department of Statistics, Panjab University, Chandigarh 160014, India
autor
- Department of Statistics, Panjab University, Chandigarh 160014, India
autor
- Department of Mathematics, Statistics and Computer Science, The University of New Brunswick, Saint John, Canada, E2L 4L5
Bibliografia
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- [13] R. Johnson, S. Kotz and N. Balakrishnan, Continuous Univariate Distributions, Vol. 1, second edition (New York, Wiley Inter-Science, 1994).
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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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DOI
Identyfikator YADDA
bwmeta1.element.bwnjournal-article-doi-10_7151_dmps_1166