IJPAM: Volume 100, No. 2 (2015)

A NEW EXTENDED GAMMA GENERALIZED MODEL

Ronaldo V. da Silva$^1$, Frank Gomes-Silva$^2$,
Manoel Wallace A. Ramos$^3$, Gauss M. Cordeiro$^4$
$^1$Recife Military School
Recife, 52070-080, BRAZIL
$^2$Department of Statistics and Informatics
Federal Rural University of Pernambuco
Recife, 52171-900, BRAZIL
$^3$Department of Mathematics
Federal Institute of Paraíba
João Pessoa, 58015-020, BRAZIL
$^4$Department of Statistics
Federal University of Pernambuco
Recife, 50740-540, BRAZIL


Abstract. We propose a new five-parameter extended gamma generalized model. Some special cases are discussed. We derive some mathematical properties of the proposed distribution including explicit expressions for the quantile function, ordinary and incomplete moments, generating function, mean deviations, reliability, order statistics and their moments and Rényi entropy. The method of maximum likelihood is used to estimate the model parameter. We ilustrate the potentiality of the new model with an application to a real data set.

Received: January 4, 2015

AMS Subject Classification: 60E05

Key Words and Phrases: beta generalized, gamma distribution, exponentiated gamma distribution, exponentiated generalized gamma distribution, maximum likelihood estimation, moment

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DOI: 10.12732/ijpam.v100i2.11 How to cite this paper?

Source: International Journal of Pure and Applied Mathematics
ISSN printed version: 1311-8080
ISSN on-line version: 1314-3395
Year: 2015
Volume: 100
Issue: 2
Pages: 309 - 335


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