2019•Journal of Physics Conference SeriesOpen access

Characteristic Function of Three-Parameter Generalized Exponential Distribution

Rahman Cahyadi, Rahma Faelasofi

Abstract

This research is about the characteristic function of three-parameter generalized exponential distribution. Three -parameter generalized exponential distribution has three parameters which are μ as a location parameter, λ as a scale parameter, α as a shape parameter. The characteristic function is retrieved from the expectation of e itx , whereas an imaginary number. Then, the characteristic function of three-parameter generalized exponential distribution was able to be determined by using definition and trigonometric expansions. Based on those two methods this study got the same results and then will be continued proving the fundamental properties of the characteristic function of three-parameter generalized exponential distribution

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Key concepts: Generalized integer gamma distribution, Natural exponential family, Scale parameter, Exponential function, Mathematics, Shape parameter, Gamma distribution, Exponentially modified Gaussian distribution