The gamma-exponentiated exponential distribution

In this paper, we introduce a new distribution generated by gamma random variables. We show that this distribution includes as a special case the distribution of the lower record value from a sequence of i.i.d. random variables from a population with the exponentiated (generalized) exponential distr...

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Bibliographic Details
Published in:	Journal of statistical computation and simulation Vol. 82; no. 8; pp. 1191 - 1206
Main Authors:	Ristić, Miroslav M., Balakrishnan, Narayanaswamy
Format:	Journal Article
Language:	English
Published:	Abingdon Taylor & Francis 01-08-2012 Taylor & Francis Ltd
Subjects:	Computation Computer simulation exponentiated exponential distribution gamma-generated distribution generalized exponential distribution Illustrations lower record values Mathematical models Parameter estimation Population (statistical) Probability distribution Random variables
Online Access:	Get full text
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Summary:	In this paper, we introduce a new distribution generated by gamma random variables. We show that this distribution includes as a special case the distribution of the lower record value from a sequence of i.i.d. random variables from a population with the exponentiated (generalized) exponential distribution. The properties of this distribution are derived and the estimation of the model parameters is discussed. Some applications to real data sets are finally presented for illustration.
Bibliography:	ObjectType-Article-2 SourceType-Scholarly Journals-1 ObjectType-Feature-1 content type line 23
ISSN:	0094-9655 1563-5163
DOI:	10.1080/00949655.2011.574633