Research Information System
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, vol.44, no.23, pp.5049-5070, 2015 (Journal Indexed in SCI)
We derive a generalization of the exponential distribution by making log transformation of the standard two-sided power distribution. We show that this new generalization is in fact a mixture of a truncated exponential distribution and truncated generalized exponential distribution introduced by Gupta and Kundu [Generalized exponential distributions. Aust. N. Z. J. Stat. 41(1999): 173-188]. The newly defined distribution is more flexible for modeling data than the ordinary exponential distribution. We study its properties, estimate the parameters, and demonstrate it on some well-known real data sets comparing other existing methods.