The exponentiated generalized inverse Gaussian distribution

dc.creatorLEMONTE, Artur J.
dc.creatorCORDEIRO, Gauss M.
dc.date.accessioned2012-10-20T04:52:13Z
dc.date.accessioned2018-07-04T15:47:22Z
dc.date.available2012-10-20T04:52:13Z
dc.date.available2018-07-04T15:47:22Z
dc.date.created2012-10-20T04:52:13Z
dc.date.issued2011
dc.identifierSTATISTICS & PROBABILITY LETTERS, v.81, n.4, p.506-517, 2011
dc.identifier0167-7152
dc.identifierhttp://producao.usp.br/handle/BDPI/30762
dc.identifier10.1016/j.spl.2010.12.016
dc.identifierhttp://dx.doi.org/10.1016/j.spl.2010.12.016
dc.identifier.urihttp://repositorioslatinoamericanos.uchile.cl/handle/2250/1627401
dc.description.abstractThe 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.
dc.languageeng
dc.publisherELSEVIER SCIENCE BV
dc.relationStatistics & Probability Letters
dc.rightsCopyright ELSEVIER SCIENCE BV
dc.rightsrestrictedAccess
dc.subjectExponentiated gamma distribution
dc.subjectGeneralized inverse Gaussian distribution
dc.subjectInverse Gaussian distribution
dc.subjectLifetime data
dc.subjectMaximum likelihood estimation
dc.titleThe exponentiated generalized inverse Gaussian distribution
dc.typeArtículos de revistas


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