Two-Sided Generalized Exponential Distribution


Korkmaz M. C. , GENÇ A. İ.

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, cilt.44, ss.5049-5070, 2015 (SCI İndekslerine Giren Dergi) identifier identifier

  • Cilt numarası: 44 Konu: 23
  • Basım Tarihi: 2015
  • Doi Numarası: 10.1080/03610926.2013.813041
  • Dergi Adı: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
  • Sayfa Sayıları: ss.5049-5070

Özet

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.