Statistics, ( ISI ), Volume (48), No (4), Year (2014-7) , Pages (913-932)

Title : ( Log-Gamma generated families of distributions )

Authors: Morteza Amini , S. M. T. K. MirMostafaee , Jafar Ahmadi ,

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Abstract

We introduce two new general families of continuous distributions, generated by a distribution F and two positive real parameters α and β which control the skewness and tail weight of the distribution. The construction is motivated by the distribution of k-record statistics and can be derived by applying the inverse probability integral transformation to the log-gamma distribution. The introduced families are suitable for modeling the data with a significantly skewed and heavy-tailed distribution. Various properties of the introduced families are studied and a number of estimations and data fitness on real data are given to illustrate the results.

Keywords

, Gamma distribution; Log, Gamma distribution; Order statistics; Record statistics; Skewness; Heavy, tailed distribution
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@article{paperid:1030756,
author = {Morteza Amini and S. M. T. K. MirMostafaee and Ahmadi, Jafar},
title = {Log-Gamma generated families of distributions},
journal = {Statistics},
year = {2014},
volume = {48},
number = {4},
month = {July},
issn = {0233-1888},
pages = {913--932},
numpages = {19},
keywords = {Gamma distribution; Log-Gamma distribution; Order statistics; Record statistics; Skewness; Heavy-tailed distribution},
}

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%0 Journal Article
%T Log-Gamma generated families of distributions
%A Morteza Amini
%A S. M. T. K. MirMostafaee
%A Ahmadi, Jafar
%J Statistics
%@ 0233-1888
%D 2014

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