The Odds Generalized Gamma-G Family of Distributions: Properties, Regressions and Applications

oleh: M. Arslan Nasir, Muhammad H. Tahir, Christophe Chesneau, Farrukh Jamal, M. Akbar Ali Shah

Format: Article
Diterbitkan: University of Bologna 2020-06-01

Deskripsi

In this article, a new "odds generalized gamma-G" family of distributions, called the GG-G family of distributions, is introduced. We propose a complete mathematical and statistical study of this family, with a special focus on the Fréchet distribution as baseline distribution. In particular, we provide infinite mixture representations of its probability density function and its cumulative distribution function, the expressions for the Rényi entropy, the reliability parameter and the probability density function of ith order statistic. Then, the statistical properties of the family are explored. Model parameters are estimated by the maximum likelihood method. A regression model is also investigated. A simulation study is performed to check the validity of the obtained estimators. Applications on real data sets are also included, with favorable comparisons to existing distributions in terms of goodness-of-fit.