A class of weighted gamma distributions and its properties (Q2891056)
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scientific article; zbMATH DE number 6045756
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A class of weighted gamma distributions and its properties |
scientific article; zbMATH DE number 6045756 |
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13 June 2012
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hazard functions
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moment generating functions
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truncated distributions
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weighted normal distributions
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selection model
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constrained normal mean vectors
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probabilistic representations
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0.95134443
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0.9317395
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0.8956632
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0.88912034
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A class of weighted gamma distributions and its properties (English)
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A skewness parameter for a gamma distribution is introduced using an idea of \textit{A. Azzalini} [Scand. J. Stat., Theory Appl. 12, 171--178 (1985; Zbl 0581.62014)], which creates a new class of weighted gamma distributions. This new distribution has a probability density function with skewness representing a general case of weighted densities of some distributions (chi-square, Erlang, Maxwell-Boltzmann, skew-logistic). It is observed that this distribution can also be obtained by hidden truncations. Different properties of the new distribution are discussed and parameter estimation (maximum likelihood and moment) are provided.
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