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The gamma-exponentiated exponential distribution
Journal article

The gamma-exponentiated exponential distribution

Abstract

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 …

Authors

Ristić MM; Balakrishnan N

Journal

Journal of Statistical Computation and Simulation, Vol. 82, No. 8, pp. 1191–1206

Publisher

Taylor & Francis

Publication Date

August 2012

DOI

10.1080/00949655.2011.574633

ISSN

0094-9655