文章基本信息

标题：The Generalized Odd Generalized Exponential Family of Distributions: Properties, Characterizations and Applications
本地全文：下载
作者：Morad Alizadeh ; Indranil Ghosh ; Haitham M. Yousof 等
期刊名称：Journal of Data Science
印刷版ISSN：1680-743X
电子版ISSN：1683-8602
出版年度：2017
卷号：15
期号：3
页码：443-466
出版社：Tingmao Publish Company
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.
关键词：Characterizations; Generalized Odd Generalized exponential-G Family; Generating Function; Maximum Likelihood Estimation; Moments; Quantile function.