ON DEVELOPMENT OF FOUR-PARAMETERS EXPONENTIATED GENERALIZED EXPONENTIAL DISTRIBUTION

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Date

2018

Journal Title

Journal ISSN

Volume Title

Publisher

Islamic Countries Society of Statistical Sciences (ISOSS)

Abstract

In this paper, a four parameter Exponentiated Generalized Exponentiated exponential distribution is derived from Exponentiated Generalized Family (EGF) of distribution. Some properties of the distribution are studied. The distribution is found to be unimodal and has a decreasing and increasing hazard rate depending on the shape parameters. The expressions for the moment, median, quantile, mean deviation, median deviation, skewness, kurtosis, Renyi entropy are obtained. Some known continuous distributions are special cases of the new derived distributions. Simulation study, maximum likelihood estimator and real life application of the model to data, shows that new distribution fits better than it’s sub-models.

Description

Keywords

Moment, Hazard rate, Kurtosis, Renyi entropy, Unimodal, Skewness, Quantile function

Citation

Pakistan Journal of Statistics

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