Resumen de The Gamma-Chen distribution: a new family of distributions with applications

Lucas David R. Reis, Gauss Moutinho Cordeiro, Maria do Carmo S. Lima

• The generalized gamma-generated family adds one shape parameter to a baseline distribution. We define the gamma-Chen and derive some of its mathematical properties. Its hazard rate may have increasing, decreasing, bathtub and unimodal shapes due to the extra parameter, which portrays a positive point of the proposed model. We perform Monte Carlo simulations to prove that the asymptotic properties of the maximum likelihood estimators hold. We show empirically that the new distribution is better than ten others known distributions using engineering-related data sets.