|
Abstract
|
We introduce and study some general mathematical properties of a
new generator of continuous distributions with two extra parameters
called the Gompertz-G generator. We present some special models.
We investigate the shapes of the density and hazard functions and
derive explicit expressions for the ordinary and incomplete moments,
quantile and generating functions, probability weighted moments,
Bonferroni and Lorenz curves, Shannon and Rényi entropies, and
order statistics. Two bivariate extensions of this model are proposed.
We discuss the estimation of the model parameters by maximum
likelihood and prove empirically the potentiality of the new class by
means of two real data sets.
|