A Generalization of Generalized Gamma Distribution

Abstract

In this paper, a generalization of generalized gamma distribution(GGGD) ,which includes the three-parameter generalized gamma distribution, two-parameter Weibull and gamma distributions, and exponential distribution as special cases, has been suggested and studied. The hazard rate function and the stochastic ordering of the distribution have been discussed. Maximum likelihood estimation has been discussed for estimation of parameters. Applications of the proposed distribution have been discussed with two real lifetime datasets and the goodness of fit shows quite satisfactory over generalized gamma, gamma, Weibull, and exponential distributions.