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The Marshall-Olkin extended generalized Gompertz distribution (1603.08242v1)

Published 27 Mar 2016 in math.ST and stat.TH

Abstract: A new four-parameter model called the Marshall-Olkin extended generalized Gompertz distribution is introduced. Its hazard rate function can be constant, increasing, decreasing, upside-down bathtub or bathtub-shaped depending on its parameters. Some mathematical properties of this model such as expansion for the density function, moments, moment generating function, quantile function, mean deviations, mean residual life, order statistics and R\'enyi entropy are derived. The maximum likelihood technique is used to estimate the unknown model parameters and the observed information matrix is determined. The applicability of the proposed model is shown by means of a real data set.

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