The exponentiated generalized Pareto distribution

  • Shola Adeyemi Department of Mathematics, Obafemi Awolowo University, Ile-Ife, Nigeria
  • Tinuke Adebanji Department of Mathematical Sciences, University of Agriculture, Abeokuta, Nigeria
DOI: 10.4314/ijs.v6i2.32138
Keywords: Three-parameter generalized Pareto distribution, moments, hazard rate function

Abstract

Recently Gupta et al. (1998) introduced the exponentiated exponential distribution as a generalization of the standard exponential distribution. In this paper, we introduce a three-parameter generalized Pareto distribution, the exponentiated generalized Pareto distribution (EGP). We present a comprehensive treatment of the mathematical properties of this new distribution.
Key Words: Three-parameter generalized Pareto distribution, moments, hazard rate function.
Ife Journal of Science Vol.6(2) 2004: 127-133
Published
2005-02-04
Issue
Vol. 6 No. 2 (2004)
Section
Articles

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eISSN: 0794-4896