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The Beta Generalized Marshall-Olkin-G Family of Distributions (1608.05985v1)

Published 21 Aug 2016 in math.ST and stat.TH

Abstract: In this paper we propose a new family of distribution considering Generalized Marshal-Olkin distribution as the base line distribution in the Beta-G family of Construction. The new family includes Beta-G (Eugene et al. 2002 and Jones, 2004) and (Jayakumar and Mathew, 2008) families as particular cases. Probability density function (pdf) and the cumulative distribution function (cdf) are expressed as mixture of the Marshal-Olkin (Marshal and Olkin, 1997) distribution. Series expansions of pdf of the order statistics are also obtained. Moments, moment generating function, R\'enyi entropies, quantile power series, random sample generation and asymptotes are also investigated. Parameter estimation by method of maximum likelihood and method of moment are also presented. Finally proposed model is compared to the Generalized Marshall-Olkin Kumaraswamy extended family (Handique and Chakraborty, 2015) by considering three data fitting examples with real life data sets.

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