General mathematical properties,regression and applications of the log-gamma-generated family |
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Authors: | Gauss M. Cordeiro Marcelo Bourguignon Edwin M. M. Ortega Thiago G. Ramires |
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Affiliation: | 1. Departamento de Estatística, Universidade Federal de Pernambuco, Recife, PE, Brazilgausscordeiro@gmail.com;3. Departamento de Estatística, Universidade Federal do Rio Grande do Norte, Natal, RN, Brazil;4. Departamento de Estatística, Universidade de S?o Paulo, Piracicaba, Piracicaba, SP, Brazil;5. Departamento de Matemática, Universidade Tecnológica Federal do Paraná, Apucarana, PR, Brazil |
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Abstract: | The construction of some wider families of continuous distributions obtained recently has attracted applied statisticians due to the analytical facilities available for easy computation of special functions in programming software. We study some general mathematical properties of the log-gamma-generated (LGG) family defined by Amini, MirMostafaee, and Ahmadi (2014 Amini, M., S. M. T. K. MirMostafaee, and J. Ahmadi. 2014. Log-gamma-generated families of distributions. Statistics 48:913–32.[Taylor &; Francis Online], [Web of Science ®] , [Google Scholar]). It generalizes the gamma-generated class pioneered by Risti? and Balakrishnan (2012 Risti?, M. M., and N. Balakrishnan. 2012. The gamma exponentiated exponential distribution. Journal of Statistical Computation and Simulation 82:1191–206.[Taylor &; Francis Online], [Web of Science ®] , [Google Scholar]). We present some of its special models and derive explicit expressions for the ordinary and incomplete moments, generating and quantile functions, mean deviations, Bonferroni and Lorenz curves, Shannon entropy, Rényi entropy, reliability, and order statistics. Models in this family are compared with nested and non nested models. Further, we propose and study a new LGG family regression model. We demonstrate that the new regression model can be applied to censored data since it represents a parametric family of models and therefore can be used more effectively in the analysis of survival data. We prove that the proposed models can provide consistently better fits in some applications to real data sets. |
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Keywords: | Gamma distribution generating function maximum likelihood mean deviation moment |
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