2020-J.-Phys. - Conf.-Ser.-1591-012043

Journal of Physics: Conference Series
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Generalized Gamma – Generalized Gompertz Distribution

To cite this article: M A A Boshi et al 2020 J. Phys.: Conf. Ser. 1591 012043
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FISCAS 2020 IOP Publishing
Journal of Physics: Conference Series 1591 (2020) 012043 doi:10.1088/1742-6596/1591/1/012043
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Abstract: "('$$&+$&'"("&( ''# #"(")#)''(&)(#"' "!

'(&)(#"' "+! ,#(' ''"!"& -!! #"+(#"#('
'$ '' "& - !! "& - #!$&(- '(&)(#" & ')''
)!) (* '(&)(#" $&# (, "'(, & (, " -& &( )"(#"' &
"(&#) )&(&!#& ( !#'( *( '(('( $&#$&(' #& "'(" ( &( !#!"(
&(&'( )"(#" %)"( " '!) ( ( ""#" "(&#$, & (* "(&#$, "
'(&'''(&"(&#(".
'& "# "& - !! '(&)(#" "& - #!$&(- '(&)(#" ""#"
"(&#$, (*"(&#$,(&'''(&"(
$" %$
Many procedures have been suggested and considered to generalized families of probability
distributions based on the extension of the common continuous distributions via using differential
equations, compounding weighting, adding parameter(s) to the baseline distribution, and so on. These
generalized families aim to create more and more flexible distributions for modeling different types of
data. The generalized families were initiated to Mudholkar et al. [1][2][3], Marshall and Olkin [4],
Gupta et al. [5]. Recently many new generated families can be seen in, among others, Ahmad et al. [6],
Hamedani et al. [7], Alizadeh et al. [8], Hosseini et al. [9], Korkmaz [10], Jamal et al. [11]. In this
article, a new generated family of continuous distributions besides one of its special cases are
presented and proposed. This family is based on composing two cumulative distribution functions "say
H and G" with each other.
Assume that and are any baseline cdf and pdf "i.e. cumulative distribution function and
probability density function respectively" of a continuous random variable . Also assume that
and respectively represent the cdf and pdf of any continuous distribution with the
interval . The overall formula of reliability function for this class named H - G is given by

Corresponding to , the general formulas of cdf and its associated pdf will be

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Published under licence by IOP Publishing Ltd 1
The remains of this article are prearranged as follows: In section 2, a brief detail about the generalized
Gamma – G distributions is provided. Sections 3 and 4 respectively address the Generalized Gamma –
Generalized Gompertz distribution with its essential statistical properties. Finally, the conclusions are
presented in section 5.
"( ) #$"%$ #
Stacy [12] presented the generalized gamma distribution "sometimes called by his name as Stacy
distribution" as an elastic family for modeling data in the set of shape and hazard rate function. The
distribution includes special sub-models, among others, exponential, gamma, Weibull, and
Rayleigh. It has been used in a of research fields like hydrology, engineering, reliability "or
survival" analysis as well as a statistical model of speech signals [13].
Let and that mentioned in and be the cdf and pdf of distribution [14]
with positive parameters as

where and are respectively the gamma and incomplete gamma functions.
By substituting and in and , the cdf and pdf of new family named generalized
gamma – G (for short ) distributions will be

It should be noted that we need to find the general expanded formula to which is
important for obtaining the basic statistical properties when dealing with some special cases.

By using

the pdf in can be rewritten as

2

For , using
we have

Now ! become

Then the pdf in (7) can be rewritten with an expanded formula as

"

where
for and
for
# .
"( ) "( !"$( #$"%$

El-Gohary [15] proposed a new generalization of Gompertz, exponential and generalized exponential
distributions named as the generalized Gompertz $. The main feature of $ is a flexibility that
may be skewed to both sides "right and left", and the most common distributions are special sub-
models of it [16].
Let and in and be the cdf and pdf of generalized Gompertz [15] with three
positive parameters and given respectively by

%

According to the cdf of new distribution named generalized gamma – generalized Gompertz
(for short ) distribution will be

3
The pdf of distribution can be obtained according to as

Now since

Then according to " and , the expansion formula for the pdf of distribution can be
obtained by

The reliability and hazard rate functions can be obtained by

Figures 1 - 4 show some shapes of functions with specific choices of its parameters.
$$#$!" !"$# $ − #$"%$

Here, the most necessary properties of − distribution are defined.
4
r-th Moment: The − non-central r-th moment can be gained as follows
(−1) ( + − 1)
( ) = ( ) =
! ( + −1− )
Γ , ,
, 1−
(−1) ( + − 1)
=
! ( + −1− )
Γ , ,
1
, 1−
∗∗
Let = ∫ 1− which it represents the r-th moment
of distribution [15] with parameters , and as
( )
∗∗ ( )
= Γ( + 1) ∑ ∑ ( ) ( )
, then ( ) will be
( )
(−1) ( + − 1)
( ) =
! ( + −1− )
Γ , ,
1
, Γ( + 1)
( )
(−1) −1
Γ( + 1) ( + 1)
( + 1)
Thus the − non-central r-th moment is given by
(−1) ( + − 1)
( ) =
! ( + −1− )
Γ , ,, ,
Γ( + 1)
,
Γ( + 1)
( )
[ ( + 1)] −1
(17)
+1
With (r = 1,2,3,4) extra properties like the mean, variance, coefficient of skewness and coefficient of
kurtosis can be attained.
5
Characteristic Function: The − characteristic function can be found by

( ) (−1)
( ) = ( ) =
! Γ !
, ,, , ,
( + − 1) ( ) Γ( + 1)
,
( + −1− ) ! Γ( + 1)
( )
[ ( + 1)] −1
(18)
+1
Quantile Function: The 100 quantile of − random variable is defined as a solution of

≤ = with respect to where > 0 and 0 < < 1 . Therefore it may be
obtained by solving numerically the following non-linear equation
1
, ln 1 −
=1− (19)
Γ
A random variable has − distribution can be simulated by solving numerically the

following nonlinear equation
1
(1 − )Γ − , ln 1 − =0 (20)
where has the standard uniform distribution.
Shannon Entropy: The − Shannon entropy can be obtained by

− ∫ ln( ( ) ) ( ) . Adopting the natural logarithm to the pdf in (12) and using
=Σ !
we have
ln ( ) = ln + − − 1 − ln 1 −
Γ
1
+( − 1) ln ln 1 − − ln 1 −
= ln + − + − ln 1 −
Γ
1
+( − 1) ln ln 1 − − ln 1 −
6
= ln + + − − ln 1 −
Γ !
+( − 1) ln ln 1 −
(− )
− ln 1 −
= ln + + ( − 1) ln( ) + −
Γ !
− ln 1 − + ( − 1) ln − ln 1 −
(− )
− ln 1 −
Now − Shannon entropy is given by
? B
:ln + + ( − 1) ln( ) + ( ) :
: Γ :
: :
: :
=− − !
− ln 1 − (21)
; A
: :
: +( − 1) ln − ln 1 − :
: :
: − (− ) ln 1 − :
6 @
where ( ) and as in (17) with = 1 and = respectively. Also we need to obtain the
following expectations
ln 1 − , ln − ln 1 − and ln 1 − .
Now ln 1 − = ∫ ln 1 − ( ) . By using
(−1)
ln(1 − ) = −Σ ;| | < 1, =Σ ,
!
!
( + ) =Σ =Σ ; ≥0, = is Binomial coefficients
!( )!
and =Σ !
we have
7
ln 1 − =−
(−1)
=− −1
!
(−1)
=− (−1)
!
(−1) ( )
=
! !
(−1) ( )
=
! !
Therefore
(−1) ( )
ln 1 − = ( ) (22)
! !
For ln − ln 1 − using the same agreement ln(1 − ) , ( + ) , , and

( ) ( )
ln z = Σ ; 0 < z ≤ 2 we have
ln − ln 1 − = ln ∑
(−1)
=Σ −1
+1
( )
=Σ Σ ∑ (−1)
( )
=Σ Σ ∑
(−1)
=Σ Σ
+1
( F )
Σ Σ …Σ
…
( )
=Σ Σ
( )
Σ Σ …Σ Σ … !
( + + F+ ) −1
8
( )
=Σ Σ
( )
Σ Σ …Σ Σ … !
( + + F+ ) Σ (−1)
(−1)
=Σ Σ
+1
1
Σ Σ …Σ Σ
… !
( )
( + +F+ ) Σ Σ
!
Therefore ln − ln 1 − will be
ln − ln 1 − =Σ Σ Σ , ,…, Σ Σ Σ
(−1) ( )
( + + F+ ) ( ) (23)
( + 1) … ! !
Also for ln 1 − by using ln(1 − ) , , ( + ) and we get
ln 1 − =H− J
G I
F
= (−1) …
…
(−1)
= …
… !
+ +F+ −1
(−1)
= …
… !
+ +F+ (−1)
(−1)
= …
… !
( )
+ + F+
!
9
Therefore ln 1 − will be
(−1)
ln 1 − =
… !
, ,…,
( )
+ +F+ ( ) (24)
!
Now from (21) the − Shannon entropy is given by
Γ
= ln − − ( − 1) ln( ) − ( )
+ + ln 1 −
!
− ( − 1) ln − ln 1 −
(− )
+ ln 1 − (25)
where
ln 1 − , ln − ln 1 − and ln 1 − as in
(22), (23) and (24) respectively.
( ) and as in (17) with = 1 and = respectively.
Relative Entropy: The − relative entropy can be obtained from

( )
∫ ln ( )
( ) . Taking the natural logarithm of ( ) in (12) w.r.t.
( ) with parameters ( , , , , , ) we get
( ) H Γ J
ln = ln L M+ − + ( − 1) ln( ) − ( − 1) ln( )
( )
Γ
G I
+ − − + − ln 1 −
! !
+ ln 1 − + ( − 1) ln − ln 1 −
−( − 1) ln − ln 1 −
(− ) (− )
− ln 1 − + ln 1 −
10
Then − relative entropy will be
H Γ J
= ln L M+ − + ( − 1) ln( ) − ( − 1) ln( )
Γ
G I
+( − ) ( )−
!
+ − ln 1 −
!
+ ln 1 − + ( − 1) ln − ln 1 −
−( − 1) ln − ln 1 −
(− ) (− )
− ln 1 − + ln 1 − (26)
where
( )and as in (17) with = 1 and = respectively and the other expectations recall from
(22), (23) and (24) with specified parameters.
Stress Strength: Let and be present the stress strength random variables that independent of each
other follows respectively − with different parameters, then the stress strength can be
obtained by
= ( < )= ( ) ( )
where
1
, ln 1 −
( )=1−
Γ
Now in order to find the stress strength we firstly expansion the incomplete gamma function in the
( )
( ) according to ( ‚ )=Σ as
!( )
1 (−1) 1
( )=1− Σ ln 1 −
Γ ! +
−
1 (−1)
=1− Σ ln 1 −
Γ ! +
Recall the same steps of getting ln 1 − we can get
11
(−1)
ln 1 − = …
… !
( )
+ + F+
!
Then ( ) will be
1 (−1)
( )=1− …
Γ … !
−
( )
+ + F+ (27)
! + !
Based on (27) the − stress strength can be obtained as
1 (−1)
=1− …
Γ … !
−
( )
+ + F+ ( ) (28)
! + !
where ( ) as in (17) .
%# #
Here we present H-G generated class of continuous distributions on the basis of composing two
cumulative distribution functions. A new family of this class named generalized gamma - G
distributions along with generalized gamma - generalized Gompertz as a special case are discussed.
The essential functions "cdf, pdf, reliability and hazard rate" are presented. In addition, the vital
statistical properties such as r-th moment, characteristic function, quantile function and simulated data,
Shannon and relative entropies besides stress strength are attained.
References
[1] Mudholkar G S and Kollia G D 1994 Generalized Weibull family: A structural analysis Commun.
Statist. Theor. Meth. 23(4) pp 1149-71.
[2] Mudholkar G S and Srivastava D K 1993 Exponentiated Weibull family for analyzing bathtub
failure rate data IEEE Transactions on Reliability 42(2) pp 299-302.
[3] Mudholkar G S, Srivastava D K and Freimer M 1995 The exponentiated Weibull family: A
reanalysis of the bus-motor-failure data Technometrics 37(4) pp 436-45.
[4] Marshall A W and Olkin I 1997 A new method for adding a parameter to a family of distributions
with application to the exponential and Weibull families Biometrika 84(3) pp 641-52.
[5] Gupta R C, Gupta P I and Gupta R D 1998 Modeling failure time data by Lehmann alternatives
Communications in statistics-Theory and Methods 27(4) pp 887-904
[6] Ahmad Z, Elgarhy M and Hamedani G G 2018 A new Weibull-X family of distributions:
properties, characterizations and applications Journal of Statistical Distributions and
Applications 5(5) pp 1-18.
12
[7] Hamedani G G, Altun E, Korkmaz M Ç, Yousof H M and Butt N S 2018 A new extended G
family of continuous distributions with mathematical properties, characterizations and
regression modelling Pak.j.stat.oper.res.14(3) pp 737-58.
[8] Alizadeh M, Rasekhi M, Yousof H M and Hamedani G G 2018 The transmuted Weibull-G family
of distributions Hacettepe Journal of Mathematics and Statistics 47(6) pp 1671-89.
[9] Hosseini B, Afshari M and Alizadeh M 2018 The generalized odd Gamma-G family of
distributions: properties and applications Austrian Journal of Statistics 47(2) pp 69-89.
[10] Korkmaz M A 2019 A new family of the continuous distributions: The extended Weibull-G
family Commun. Fac. Sci. Univ. Ank. Ser. 68(1) pp 248-70.
[11] Jamal F and Nasir M 2019 Generalized Burr X family of distributions International Journal of
Mathematics and Statistics 19(1) pp 55-73.
[12] Stacy E W 1962 A generalization of the gamma distribution Annals of Mathematical Statistics
33(3) pp 1187-92.
[13] Shin J W, Chang J H and Kim N S 2005 Statistical modeling of speech signals based on
generalized gamma distribution IEEE Signal Processing Letters 12(3) pp 258-61.
[14] Nadarajah S and Rocha R 2016 Newdistns: An R package for new families of distributions
Journal of Statistical Software 69(10) pp 1-32.
[15] El-Gohary A, Alshamrani A and Al-Otaibi A N 2013 The generalized Gompertz distribution
Applied Mathematical Modelling 37(1-2) pp 13-24.
[16] Tahmasebi S and Jafari A A 2016 Generalized Gompertz-power series distributions Hacettepe
Journal of Mathematics and Statistics 45(5) pp 1579-1604.
13
Figure 1. Plots of the − cumulative distribution for

some parameter values and the others equal to 1.
Figure 2. Plots of the − density for

14
Figure 3. Plots of the − reliability function for

Figure 4. Plots of the − hazard rate function for some

parameter values and the others equal to 1.
15

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Journal of Physics: Conference Series

PAPER • OPEN ACCESS

Generalized Gamma – Generalized Gompertz Distribution

View the article online for updates and enhancements.

This content was downloaded from IP address 185.95.204.76 on 13/08/2020 at 12:56

"( ) "( !"$( #$"%$ 

Abstract: "('$$&+$&'"("&( ''# #"(")#)''(&)(#"' "!

Then the pdf in (7) can be rewritten with an expanded formula as

 "( ) "( !"$( #$"%$ 

The pdf of distribution can be obtained according to  as

The reliability and hazard rate functions can be obtained by

 $$#$!" !"$# $ − #$"%$ 

r-th Moment: The − non-central r-th moment can be gained as follows

Thus the − non-central r-th moment is given by

Characteristic Function: The − characteristic function can be found by

Quantile Function: The 100 quantile of − random variable is defined as a solution of

A random variable has − distribution can be simulated by solving numerically the

where has the standard uniform distribution.

Shannon Entropy: The − Shannon entropy can be obtained by

Now − Shannon entropy is given by

For ln − ln 1 − using the same agreement ln(1 − ) , ( + ) , , and

Also for ln 1 − by using ln(1 − ) , , ( + ) and we get

Relative Entropy: The − relative entropy can be obtained from

Then − relative entropy will be

Recall the same steps of getting ln 1 − we can get

Based on (27) the − stress strength can be obtained as

Figure 1. Plots of the − cumulative distribution for

Figure 2. Plots of the − density for

Figure 3. Plots of the − reliability function for

Figure 4. Plots of the − hazard rate function for some

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"( ) "( !"$( #$"%$

Abstract: "('$$&+$&'"("&( ''# #"(")#)''(&)(#"' "!

"( ) "( !"$( #$"%$

The pdf of distribution can be obtained according to as

$$#$!" !"$# $ − #$"%$