Statistical Properties of Kumaraswamy Exponentiated Gamma Distribution

  • Diab, L.S. (College of Science for (girls), Dept. of Mathematics, Al-Azhar University) ;
  • Muhammed, Hiba Z. (Institute of Statistical Studies and Research, Department of Mathematical Statistics Cairo University)
  • Received : 2015.02.11
  • Accepted : 2015.10.22
  • Published : 2015.12.31

Abstract

The Exponentiated Gamma (EG) distribution is one of the important families of distributions in lifetime tests. In this paper, a new generalized version of this distribution which is called kumaraswamy Exponentiated Gamma (KEG) distribution is introduced. A new distribution is more flexible and has some interesting properties. A comprehensive mathematical treatment of the KEG distribution is provided. We derive the $r^{th}$ moment and moment generating function of this distribution. Moreover, we discuss the maximum likelihood estimation of the distribution parameters. Finally, an application to real data sets is illustrated.

Keywords

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