GOMPERTZ FAMILY OF DISTRIBUTIONS: PROPERTIES AND APPLICATIONS
Keywords:
generated family, Gompertz distribution, maximum likelihood estimation, Fisher information matrix, entropies, quantile functionDOI:
https://doi.org/10.17654/0972361723011Abstract
In this study, we propose a new family of distributions called the Gompertz general (Gom-G) distribution. Some properties of the new family of distributions are discussed. Explicit expressions for the ordinary and incomplete moments, quantile function, entropies (Rényi and Shannon) and order statistics are derived. The maximum likelihood estimators of the parameters are studied. A special model in the new family known as Gompertz-Rayleigh (Gom-Ray) distribution is discussed. An application to real data set is given to demonstrate the importance of the new family.
Received: November 22, 2022; Revised: December 23, 2022; Accepted: January 2, 2023; Published: January 18, 2023
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