Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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SOME GENERALIZED GAMMA DISTRIBUTION

  • Nadarajah Saralees (School of Mathematics, University of Manchester) ;
  • Gupta Arjun K. (Department of Mathematics and Statistics, Bowling Green State University)
  • Published : 2007.03.31
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Abstract

Gamma distributions are some of the most popular models for hydrological processes. In this paper, a very flexible family which contains the gamma distribution as a particular case is introduced. Evidence of flexibility is shown by examining the shape of its pdf and the associated hazard rate function. A comprehensive treatment of the mathematical properties is provided by deriving expressions for the nth moment, moment generating function, characteristic function, Renyi entropy and the asymptotic distribution of the extreme order statistics. Estimation and simulation issues are also considered. Finally, a detailed application to drought data from the State of Nebraska is illustrated.

Keywords

References

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