A bimodal gamma distribution: properties, regression model and applications. Issue 3 (3rd May 2020)

• Record Type: Journal Article
• Authors: Vila, Roberto; Ferreira, Letícia; Saulo, Helton; Prataviera, Fábio; Ortega, Edwin
• Is Part Of: Statistics. Volume 54:Issue 3(2020)
• Page Start: 469
• Page End: 493
• Publication Date: 2020-05-03
• Subjects: Bimodal distribution -- gamma distribution -- Monte Carlo simulation -- regression model; MSC 62E10 -- MSC 62F10 -- MSC 62E15; Mathematical statistics -- Periodicals; 519.505
• DOI: 10.1080/02331888.2020.1764560
• Languages: English
• ISSNs: 0233-1888

Abstract

ABSTRACT: In this paper, we propose a bimodal gamma distribution using a quadratic transformation based on the alpha-skew-normal model. We discuss several properties of this distribution such as mean, variance, moments, hazard rate and entropy measures. Further, we propose a new regression model with censored data based on the bimodal gamma distribution. This regression model can be very useful to the analysis of real data and could give more realistic fits than other special regression models. Monte Carlo simulations were performed to check the bias in the maximum likelihood estimation. The proposed models are applied to two real data sets found in the literature.