The McDonald exponentiated gamma distribution and its statistical properties

麦克唐纳指数伽马分布及其统计特性

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Abstract

In this paper, we propose a five-parameter lifetime model called the McDonald exponentiated gamma distribution to extend beta exponentiated gamma, Kumaraswamy exponentiated gamma and exponentiated gamma, among several other models. We provide a comprehensive mathematical treatment of this distribution. We derive the moment generating function and the rth moment. We discuss estimation of the parameters by maximum likelihood and provide the information matrix. AMS SUBJECT CLASSIFICATION: Primary 62N05; secondary 90B25.

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