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The Exponentiated Generalized Marshall–Olkin Family of Distribution: Its Properties and Applications

Author

Listed:
  • Laba Handique

    (Dibrugarh University)

  • Subrata Chakraborty

    (Dibrugarh University)

  • Thiago A. N. Andrade

    (Federal University of Pernambuco)

Abstract

A new generator of continuous distributions called Exponentiated Generalized Marshall–Olkin-G family with three additional parameters is proposed. This family of distribution contains several known distributions as sub models. The probability density function and cumulative distribution function are expressed as infinite mixture of the Marshall–Olkin distribution. Important properties like quantile function, order statistics, moment generating function, probability weighted moments, entropy and shapes are investigated. The maximum likelihood method to estimate model parameters is presented. A simulation result to assess the performance of the maximum likelihood estimation is briefly discussed. A distribution from this family is compared with two sub models and some recently introduced lifetime models by considering three real life data fitting applications.

Suggested Citation

  • Laba Handique & Subrata Chakraborty & Thiago A. N. Andrade, 2019. "The Exponentiated Generalized Marshall–Olkin Family of Distribution: Its Properties and Applications," Annals of Data Science, Springer, vol. 6(3), pages 391-411, September.
    • Handle: RePEc:spr:aodasc:v:6:y:2019:i:3:d:10.1007_s40745-018-0166-z
    DOI: 10.1007/s40745-018-0166-z
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    References listed on IDEAS

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    1. Richard L. Smith & J. C. Naylor, 1987. "A Comparison of Maximum Likelihood and Bayesian Estimators for the Three‐Parameter Weibull Distribution," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 36(3), pages 358-369, November.
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    Cited by:

    1. Sanku Dey & Emrah Altun & Devendra Kumar & Indranil Ghosh, 2023. "The Reflected-Shifted-Truncated Lomax Distribution: Associated Inference with Applications," Annals of Data Science, Springer, vol. 10(3), pages 805-828, June.
    2. Isidro Jesús González-Hernández & Rafael Granillo-Macías & Carlos Rondero-Guerrero & Isaías Simón-Marmolejo, 2021. "Marshall-Olkin distributions: a bibliometric study," Scientometrics, Springer;Akadémiai Kiadó, vol. 126(11), pages 9005-9029, November.

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