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2011•Journal of Statistical Computation and SimulationRequires access

The gamma-exponentiated exponential distribution

Miroslav M. Ristić, N. Balakrishnan

Open publisher page 365 citations

Abstract

In this paper, we introduce a new distribution generated by gamma random variables. We show that this distribution includes as a special case the distribution of the lower record value from a sequence of i.i.d. random variables from a population with the exponentiated (generalized) exponential distribution. The properties of this distribution are derived and the estimation of the model parameters is discussed. Some applications to real data sets are finally presented for illustration.

About this research paper

What this paper is about

In this paper, we introduce a new distribution generated by gamma random variables. We show that this distribution includes as a special case the distribution of the lower record value from a sequence of i.i.d. random variables from a population with the exponentiated (generalized) exponential distribution. The properties of this distribution are derived and the estimation of the model parameters is discussed. Some applications to real data sets are finally presented for illustration.

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OpenAlex reports 365 citations for this work. Citation counts describe recorded attention and do not establish research quality.

Key contribution

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Available abstract

In this paper, we introduce a new distribution generated by gamma random variables. We show that this distribution includes as a special case the distribution of the lower record value from a sequence of i.i.d. random variables from a population with the exponentiated (generalized) exponential distribution. The properties of this distribution are derived and the estimation of the model parameters is discussed. Some applications to real data sets are finally presented for illustration.

Key concepts: Mathematics, Gamma distribution, Generalized gamma distribution, Generalized integer gamma distribution, Exponential distribution, Applied mathematics, Natural exponential family, Exponential family

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