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An extended exponentiated-G-negative binomial family with threshold effect

Author

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  • Josemar Rodrigues
  • Gauss M. Cordeiro
  • Jorge Bazan

Abstract

In this paper, we formulate a very flexible family of models which unifies most recent lifetime distributions. The main idea is to obtain a cumulative distribution function to transform the baseline distribution with an activation mechanism characterized by a latent threshold variable. The new family has a strong biological interpretation from the competitive risks point of view and the Box-Cox transformation provides an elegant manner to interpret the effect on the baseline distribution to obtain this alternative model. Several structural properties of the new model are investigated. A Bayesian analysis using Markov Chain Monte Carlo procedure is developed to illustrate with a real data the usefulness of the proposed family.

Suggested Citation

  • Josemar Rodrigues & Gauss M. Cordeiro & Jorge Bazan, 2014. "An extended exponentiated-G-negative binomial family with threshold effect," Journal of Applied Statistics, Taylor & Francis Journals, vol. 41(9), pages 2056-2074, September.
  • Handle: RePEc:taf:japsta:v:41:y:2014:i:9:p:2056-2074
    DOI: 10.1080/02664763.2014.907396
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