SOME PROPERTIES OF GENERALIZED GAMMA DISTRIBUTION

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KHODABINA MORTEZA; AHMADABADIB ALIREZA

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Journal: MATHEMATICAL SCIENCES Year:2010 | Volume:4 | Issue:1 Page(s): 9-28

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Information Journal Paper

Title

SOME PROPERTIES OF GENERALIZED GAMMA DISTRIBUTION

Author(s)

KHODABINA MORTEZA | AHMADABADIB ALIREZA | Issue Writer Certificate

Keywords

GENERALIZED GAMMA DISTRIBUTION

GENERALIZED NORMAL DISTRIBUTION

LOGARITHMIC MOMENT

ENTROPY

AKAIKE CRITERION

BAYESIAN CRITERION

KULLBACK-LEIBLER DISCRIMINATION

Abstract

In this paper, the generalized gamma (GG) distribution that is a flexible distribution in statistical literature, and has exponential, gamma, and Weibull as subfamilies, and lognormal as a limiting distribution is introduced. The power and LOGARITHMIC MOMENTs of this family is defined. A new moment estimation method of parameters of GG family using it’s characterization is presented, this method is compared with MLE method in gamma subfamily for small and large sample size. Here we study GG ENTROPY representation and its estimation. In addition KULLBACK-LEIBLER DISCRIMINATION , Akaike and Bayesian information criterion is discussed. In brief, this paper consist of presentation of general review of important properties in GG family.

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APA: Copy

KHODABINA, MORTEZA, & AHMADABADIB, ALIREZA. (2010). SOME PROPERTIES OF GENERALIZED GAMMA DISTRIBUTION. MATHEMATICAL SCIENCES, 4(1), 9-28. SID. https://sid.ir/paper/322475/en

Vancouver: Copy

KHODABINA MORTEZA, AHMADABADIB ALIREZA. SOME PROPERTIES OF GENERALIZED GAMMA DISTRIBUTION. MATHEMATICAL SCIENCES[Internet]. 2010;4(1):9-28. Available from: https://sid.ir/paper/322475/en

IEEE: Copy

MORTEZA KHODABINA, and ALIREZA AHMADABADIB, “SOME PROPERTIES OF GENERALIZED GAMMA DISTRIBUTION,” MATHEMATICAL SCIENCES, vol. 4, no. 1, pp. 9–28, 2010, [Online]. Available: https://sid.ir/paper/322475/en

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