Weighted Gamma (WG), a weighted version of Gamma distribution, is introduced. The hazard function is increasing or upside-down bathtub depending upon the values of the parameters. This distribution can be obtained as a hidden upper truncation model. The expressions for the moment generating function and the moments are given. The non-linear equations for finding maximum likelihood estimators (MLEs) of parameters are provided and MLEs have been computed through simulations and also for a real data set. It is observed that WG fits better than its submodels (WE), Generalized Exponential (GE), Weibull and Exponential distributions.
@article{bwmeta1.element.bwnjournal-article-doi-10_7151_dmps_1166,
author = {Kanchan Jain and Neetu Singla and Rameshwar D. Gupta},
title = {A weighted version of Gamma distribution},
journal = {Discussiones Mathematicae Probability and Statistics},
volume = {34},
year = {2014},
pages = {89-111},
zbl = {1326.60019},
language = {en},
url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-doi-10_7151_dmps_1166}
}
Kanchan Jain; Neetu Singla; Rameshwar D. Gupta. A weighted version of Gamma distribution. Discussiones Mathematicae Probability and Statistics, Tome 34 (2014) pp. 89-111. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_7151_dmps_1166/
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