The gamma-normal distribution

Properties and applications

Ayman Alzaatreh, Felix Famoye, Carl Lee

Research output: Contribution to journalArticle

37 Citations (Scopus)

Abstract

In this paper, some properties of gamma-X family are discussed and a member of the family, the gamma-normal distribution, is studied in detail. The limiting behaviors, moments, mean deviations, dispersion, and Shannon entropy for the gamma-normal distribution are provided. Bounds for the non-central moments are obtained. The method of maximum likelihood estimation is proposed for estimating the parameters of the gamma-normal distribution. Two real data sets are used to illustrate the applications of the gamma-normal distribution.

Original languageEnglish
Pages (from-to)67-80
Number of pages14
JournalComputational Statistics and Data Analysis
Volume69
DOIs
Publication statusPublished - 2014
Externally publishedYes

Fingerprint

Gamma distribution
Normal distribution
Gaussian distribution
Moment
Mean deviation
Shannon Entropy
Maximum likelihood estimation
Limiting Behavior
Maximum Likelihood Estimation
Entropy
Family

Keywords

  • Estimation
  • Hazard function
  • Moments
  • T-X distributions

ASJC Scopus subject areas

  • Computational Mathematics
  • Computational Theory and Mathematics
  • Statistics and Probability
  • Applied Mathematics

Cite this

The gamma-normal distribution : Properties and applications. / Alzaatreh, Ayman; Famoye, Felix; Lee, Carl.

In: Computational Statistics and Data Analysis, Vol. 69, 2014, p. 67-80.

Research output: Contribution to journalArticle

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