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Abstract
The exponentiated gamma (EG) distribution is one of the important families of distributions in lifetime tests. In this paper, a new generalized version of this distribution which is called the beta exponentiated gamma (BEG) distribution has been introduced. The new distribution is more flexible and has some interesting properties. A comprehensive mathematical treatment of the BEG distribution has been provided. We derived the rth moment and moment generating function for this distribution. Moreover, we discussed the maximum likelihood estimation of this distribution under a simulation study.
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How to Cite
Feroze, N., & Elbatal, I. (2016). Beta Exponentiated Gamma Distribution: Some Properties and Estimation. Pakistan Journal of Statistics and Operation Research, 12(1), 141-154. https://doi.org/10.18187/pjsor.v12i1.876
