The exp-G family of probability distributions
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Publication:1930646
Abstract: In this paper we introduce a new method to add a parameter to a family of distributions. The additional parameter is completely studied and a full description of its behaviour in the distribution is given. We obtain several mathematical properties of the new class of distributions such as Kullback-Leibler divergence, Shannon entropy, moments, order statistics, estimation of the parameters and inference for large sample. Further, we showed that the new distribution have the reference distribution as special case, and that the usual inference procedures also hold in this case. Furthermore, we applied our method to yield three-parameter extensions of the Weibull and beta distributions. To motivate the use of our class of distributions, we present a successful application to fatigue life data.
Let \(G(x;\theta)\) be the cumulative distribution function of a continuous or discrete random variable with \(\theta\) being a parameter. The authors introduce and study the two-parameter class of distributions \[ F^G_\lambda(x)= F_\lambda(G(x;\theta)), \] where, for \(x\in[0,1]\), \[ F_\lambda(x)=\begin{cases} (1- e^{-\lambda x})/(1- e^{-\lambda})& \text{if }\lambda\neq 0,\\ x&\text{if }\lambda= 0.\end{cases} \] They obtain several mathematical properties of \(F^G_\lambda(x)\), such as Kullback-Leibler divergence, Shannon entropy, moments and order statistics. They also estimate \(\lambda\) and \(\theta\) and present an application to real data.
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Cites work
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Cited in
(19)- Compounding of distributions: a survey and new generalized classes
- Poisson generated family of distributions: a review
- A new compounding family of distributions: the generalized gamma power series distributions
- The exponentiated G Poisson model
- Modeling lifetimes by a stochastic process hitting a critical point
- Remarks on characterizations of Malinowska and Szynal
- On -families of probability distributions
- A new method for adding a parameter to a family of distributions with application to the exponential and Weibull families
- Toward the establishment of a family of distributions that may fit any dataset
- scientific article; zbMATH DE number 814505 (Why is no real title available?)
- Letter to the Editor concerning “A new method for generating distributions with an application to exponential distribution” and “Alpha power Weibull distribution: Properties and applications”
- Alpha power Maxwell distribution: properties and application
- Extended exp-G family of distributions: Properties, applications and simulation
- scientific article; zbMATH DE number 7148741 (Why is no real title available?)
- A likelihood ratio test to discriminate exponential-Poisson and gamma distributions
- A new method for generating distributions with an application to exponential distribution
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- A new method for adding two parameters to a family of distributions with application to the normal and exponential families
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