A new method for generating families of continuous distributions

Ayman Alzaatreh, Carl Lee, Felix Famoye

Research output: Contribution to journalArticle

159 Citations (Scopus)

Abstract

In this paper, a new method is proposed for generating families of continuous distributions. A random variable X, "the transformer", is used to transform another random variable T, "the transformed". The resulting family, the T-X family of distributions, has a connection with the hazard functions and each generated distribution is considered as a weighted hazard function of the random variable X. Many new distributions, which are members of the family, are presented. Several known continuous distributions are found to be special cases of the new distributions.

Original languageEnglish
Pages (from-to)63-79
Number of pages17
JournalMetron
Volume71
Issue number1
DOIs
Publication statusPublished - 2013
Externally publishedYes

Fingerprint

Continuous Distributions
Hazard Function
Random variable
Transformer
Transform
Family

Keywords

  • Beta-family
  • Entropy
  • Generalized distribution
  • Hazard function
  • Pearson system
  • Shannon entropy

ASJC Scopus subject areas

  • Statistics and Probability

Cite this

A new method for generating families of continuous distributions. / Alzaatreh, Ayman; Lee, Carl; Famoye, Felix.

In: Metron, Vol. 71, No. 1, 2013, p. 63-79.

Research output: Contribution to journalArticle

Alzaatreh, Ayman ; Lee, Carl ; Famoye, Felix. / A new method for generating families of continuous distributions. In: Metron. 2013 ; Vol. 71, No. 1. pp. 63-79.
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