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Some properties of generalized gamma distribution

Author(s): Morteza Khodabin | Alireza Ahmadabadi

Journal: Mathematical Sciences Quarterly Journal
ISSN 2008-1359

Volume: 4;
Issue: 1;
Start page: 9;
Date: 2010;
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Keywords: Generalized gamma distribution | Generalized normal distribution | Logarithmic moment | Entropy | Akaike criterion | Bayesian criterion | Kullback-Leibler discrimination.

In this paper, the generalized gamma (GG) distribution that is a flexible distribution in statistical literature, and has exponential, gamma, and Weibull as subfamilies, and lognormal as a limiting distribution is introduced. The power and logarithmic moments of this family is defined. A new moment estimation method of parameters of GG family using it's characterization is presented, this method is compared with MLE method in gamma subfamily for small and large sample size. Here we study GG entropy representation and its estimation. In addition Kullback-Leibler discrimination , Akaike and Bayesian information criterion is discussed. In brief, this paper consist of presentation of general review of important properties in GG family.
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