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The Zografos–Balakrishnan-G Family of Distributions: Mathematical Properties and Applications

Author

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  • Saralees Nadarajah
  • Gauss M. Cordeiro
  • Edwin M. M. Ortega

Abstract

For any continuous baseline G distribution, Zografos and Balakrishnan (2009) and Ristić and Balakrishnan (2012) proposed novel generalized gamma-generated distributions (denoted here with the prefixes “Zografos–Balakrishnan-G” and “Ristić–Balakrishnan-G”) with an extra positive parameter. They studied some mathematical properties and presented special sub-models. Here, we provide a comprehensive treatment of general mathematical properties of Zografos–Balakrishnan-G distributions. We discuss estimation of the parameters by maximum likelihood and provide an application to a real data set. We also propose bivariate generalizations.

Suggested Citation

  • Saralees Nadarajah & Gauss M. Cordeiro & Edwin M. M. Ortega, 2015. "The Zografos–Balakrishnan-G Family of Distributions: Mathematical Properties and Applications," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 44(1), pages 186-215, January.
    • Handle: RePEc:taf:lstaxx:v:44:y:2015:i:1:p:186-215
    DOI: 10.1080/03610926.2012.740127
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