scientific article; zbMATH DE number 1959478
The distribution function of the generalized Burr-Gamma (GBG) distribution is \[ F(x):=(\Gamma(k))^{-1} \int_0^{v_{\xi}(x)} e^{-u} u^{k-1} du, \] where \(v_{\xi}(x):={\xi}^{-1} \log (1+\xi v(x))>0\) and either \(v(x)=(x e^{\alpha})^1/{\beta}\) or \(v(x)=\exp\{\psi(k)+(\log x+u)\sigma^{-1} \sqrt{\psi'(k)}\}\); here \(\psi(k)\) and \(\psi'(k)\) are the digamma and trigamma functions. This family includes as special cases the Gumbel, Weibull, Gompertz and Burr distributions as well as the generalized Pareto distribution. The authors study the mean and variance of the GBG distribution and derive the maximum data information prior for it. They apply it to two examples of extreme value inference: hurricanes in the USA and the water inflow in the Gariep dam in South Africa. For the entire collection see [Zbl 1009.00022].
- A multivariate generalized Burr-Gamma distribution
- A new extended generalized Burr-III family of distributions
- The Gamma Odd Burr III-G Family of Distributions: Model, Properties and Applications
- scientific article; zbMATH DE number 7498905
- Investigating approximations and parameter estimation of the multivariate generalized Burr-gamma
- A characterization of Gumbel's family of extreme value distributions
- A new method for generalizing Burr and related distributions
- Odd-Burr generalized family of distributions with some applications
- Some properties of Gamma Burr type X distribution with application
- A multivariate generalized Burr-Gamma distribution
- Investigating approximations and parameter estimation of the multivariate generalized Burr-gamma
- A method for choosing an optimum threshold if the underlying distribution is generalised Burr-gamma
- The Gamma Odd Burr III-G Family of Distributions: Model, Properties and Applications
- On the distribution of Burr with applications
- The Burr distribution as an asymptotic law for extreme order statistics and its application to the analysis of statistical regularities in the interplanetary magnetic field
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4416727)
