The Generalized Odd Generalized Exponential Family of Distributions: Properties, Characterizations and Application

Journal of Data Science

article

Morad Alizadeh¹  Indranil Ghosh²  Haitham M. Yousof³  Mahdi Rasekhi⁴  G.G. Hamedani⁵ 

[1] Department of Statistics, Faculty of Sciences, Persian Gulf University;Department of Mathematics and Statistics, University of North Carolina;Department of Statistics, Mathematics and Insurance, Benha University;Department of Statistics, Malayer University;DepartmentofMathematics, Statistics and Computer Science, Marquette University

关键词: Characterizations;    Generalized Odd Generalized exponential-G Family;    Generating Function;    Moments;   

DOI  :  10.6339/JDS.201707_15(3).0005

学科分类：土木及结构工程学

来源: JDS

【 摘 要 】

We introduce a new class of distributions called the generalized odd generalized exponential family. Some of its mathematical properties including explicit expressions for the ordinary and incomplete moments, quantile and generating functions, R?́nyi, Shannon and q-entropies, order statistics and probability weighted moments are derived. We also propose bivariate generalizations. We constructed a simple type Copula and intro-duced a useful stochastic property. The maximum likelihood method is used for estimating the model parameters. The importance and flexibility of the new family are illustrated by means of two applications to real data sets. We assess the performance of the maximum likelihood estimators in terms of biases and mean squared errors via a simulation study.

【 授权许可】

CC BY