Artículos de revistas
The exponentiated generalized inverse Gaussian distribution
Date
2011Registration in:
STATISTICS & PROBABILITY LETTERS, v.81, n.4, p.506-517, 2011
0167-7152
10.1016/j.spl.2010.12.016
Author
LEMONTE, Artur J.
CORDEIRO, Gauss M.
Institutions
Abstract
The modeling and analysis of lifetime data is an important aspect of statistical work in a wide variety of scientific and technological fields. Good (1953) introduced a probability distribution which is commonly used in the analysis of lifetime data. For the first time, based on this distribution, we propose the so-called exponentiated generalized inverse Gaussian distribution, which extends the exponentiated standard gamma distribution (Nadarajah and Kotz, 2006). Various structural properties of the new distribution are derived, including expansions for its moments, moment generating function, moments of the order statistics, and so forth. We discuss maximum likelihood estimation of the model parameters. The usefulness of the new model is illustrated by means of a real data set. (c) 2010 Elsevier B.V. All rights reserved.