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A new method for generating families of continuous distributions

Listed author(s):
  • Ayman Alzaatreh
  • Carl Lee
  • Felix Famoye

    ()

Registered author(s):

    In this paper, a new method is proposed for generating families of continuous distributions. A random variable $$X$$ , “the transformer”, is used to transform another random variable $$T$$ , “the transformed”. The resulting family, the $$T$$ - $$X$$ family of distributions, has a connection with the hazard functions and each generated distribution is considered as a weighted hazard function of the random variable $$X$$ . Many new distributions, which are members of the family, are presented. Several known continuous distributions are found to be special cases of the new distributions. Copyright Sapienza Università di Roma 2013

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    File URL: http://hdl.handle.net/10.1007/s40300-013-0007-y
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    Article provided by Springer & Sapienza Università di Roma in its journal METRON.

    Volume (Year): 71 (2013)
    Issue (Month): 1 (June)
    Pages: 63-79

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    Handle: RePEc:spr:metron:v:71:y:2013:i:1:p:63-79
    DOI: 10.1007/s40300-013-0007-y
    Contact details of provider: Web page: http://www.springer.com

    Web page: http://www.uniroma1.it/

    Order Information: Web: http://www.springer.com/economics/journal/40300

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    1. McDonald, James B, 1984. "Some Generalized Functions for the Size Distribution of Income," Econometrica, Econometric Society, vol. 52(3), pages 647-663, May.
    2. M. Jones, 2004. "Families of distributions arising from distributions of order statistics," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 13(1), pages 1-43, June.
    3. Ferreira, Jose T.A.S. & Steel, Mark F.J., 2006. "A Constructive Representation of Univariate Skewed Distributions," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 823-829, June.
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