Exponentiated distributions (Q2255650)

This well-written and easy to read book is devoted to the class of exponentiated distributions. It will be very useful for students and researchers working on distribution theory. The first chapter introduces the reader with the class of exponentiated distributions. It starts with some historical notes and previews. Then, some brief discussions about the Markov chain Monte Carlo method and Bayes prediction are given. The chapter ends with mixtures of exponentiated distribution functions. In the second chapter, the authors discuss some inference issues. First, they introduce the reader with some properties of the exponentiated class of distributions and some connections with other distributions. Second, they consider the estimation of the exponentiated parameter \(\alpha\) by two methods: maximum likelihood and Bayes. Also, they consider two cases, first when all parameters of the parent distribution \(G\) are known, and second when all parameters of the exponentiated distribution \(H\) are unknown. The chapter ends with some numerical results about some estimations. In the next three chapters, classes of exponentiated distributions are considered for specified parent distributions \(G\). Chapter 3 is devoted to the Weibull parent distribution, Chapter 4 is devoted to the exponential parent distribution, while Chapter 5 is devoted to the Burr type XII parent distribution. Throughout all chapters, some properties and inference issues are considered. This book ends with a chapter about finite mixtures of exponentiated distributions. Some properties of mixtures are derived and discussed, and some point estimations are provided. Point estimation is based on balanced square error loss functions and two estimations are considered: the maximum likelihood estimation and the Bayes estimation.