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Some properties of generalized gamma distribution. (English) Zbl 1209.60009

Summary: The generalized gamma (GG) distribution that is a flexible distribution in statistical literature, and has exponential, gamma, and Weibull as subfamilies, and lognormal as a limiting distribution is introduced. The power and logarithmic moments of this family is defined. A new moment estimation method of parameters of GG family using it’s characterization is presented, this method is compared with MLE method in gamma subfamily for small and large sample size. Here we study GG entropy representation and its estimation. In addition Kullback-Leibler discrimination, Akaike and Bayesian information criterion is discussed. In brief, this paper consist of presentation of general review of important properties in GG family.

MSC:

60E05 Probability distributions: general theory
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