2019International Journal of Statistics and ProbabilityOpen access

On Generalized Gamma Distribution and Its Application to Survival Data

J Kiche, Oscar Ngesa, George Otieno Orwa

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Abstract

The generalized gamma distribution is a continuous probability distribution with three parameters. It is a generalization of the two-parameter gamma distribution. Since many distributions commonly used for parametric models in survival analysis (such as the Exponential distribution , the Weibull distribution and the Gamma distribution) are special cases of the generalized gamma, it is sometimes used to determine which parametric model is appropriate for a given set of data. Generalized gamma distribution is one of the distributions used in frailty modeling. In this study , it is shown that generalized gamma distribution has three sub-families and its application to the analysis of a survival data has also been explored. The parametric modeling approach has been carried out to find the expected results.

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What this paper is about

The generalized gamma distribution is a continuous probability distribution with three parameters. It is a generalization of the two-parameter gamma distribution. Since many distributions commonly used for parametric models in survival analysis (such as the Exponential distribution , the Weibull distribution and the Gamma distribution) are special cases of the generalized gamma, it is sometimes used to determine which parametric model is appropriate for a given set of data. Generalized gamma distribution is one of the distributions used in frailty modeling. In this study , it is shown that generalized gamma distribution has three sub-families and its application to the analysis of a survival data has also been explored. The parametric modeling approach has been carried out to find the expected results.

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Available abstract

The generalized gamma distribution is a continuous probability distribution with three parameters. It is a generalization of the two-parameter gamma distribution. Since many distributions commonly used for parametric models in survival analysis (such as the Exponential distribution , the Weibull distribution and the Gamma distribution) are special cases of the generalized gamma, it is sometimes used to determine which parametric model is appropriate for a given set of data. Generalized gamma distribution is one of the distributions used in frailty modeling. In this study , it is shown that generalized gamma distribution has three sub-families and its application to the analysis of a survival data has also been explored. The parametric modeling approach has been carried out to find the expected results.

Key concepts: Generalized gamma distribution, Generalized integer gamma distribution, Gamma distribution, Generalized beta distribution, Weibull distribution, Mathematics, Inverse-gamma distribution, Exponential distribution

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