The Exponentiated Generalized Class of Distributions

By Gauss Moutinho Cordeiro, Edwin M. M. Ortega, Daniel C. C. da Cunha. Journal of Data Science, 2021

336 citations recorded by the source corpus.

We propose a new method of adding two parameters to a contin- uous distribution that extends the idea rst introduced by Lehmann (1953) and studied by Nadarajah and Kotz (2006). This method leads to a new class of exponentiated generalized distributions that can be interpreted as a double construction of Lehmann alternatives. Some special models are dis- cussed. We derive some mathematical properties of this class including the ordinary moments, generating function, mean deviations and order statis- tics. Maximum likelihood estimation is investigated and four applications to real data are presented.

Subfields: Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/44cd15b6f95cd7fabfaa731a17da44cef6439e86

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In Finance

  1. Haitham M. Yousof
  2. G. Hamedani
  3. Nadeem Shafique Butt
  4. Mustafa Ç. Korkmaz
  5. Morad Alizadeh
  6. Thiago G. Ramires
  7. Indranil K. Ghosh
  8. S. M. A. Jahanshahi

In Statistics and Probability

  1. Haitham M. Yousof
  2. G. Hamedani
  3. Morad Alizadeh
  4. Nadeem Shafique Butt
  5. Indranil K. Ghosh
  6. Mustafa Ç. Korkmaz
  7. Thiago G. Ramires
  8. S. M. A. Jahanshahi

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