Please use this identifier to cite or link to this item: https://repositorio.ufrn.br/handle/123456789/49660
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dc.contributor.authorAndrade, Thiago A. N. de-
dc.contributor.authorFernandez, Luz Milena Zea-
dc.contributor.authorSilva, Frank Gomes-
dc.contributor.authorCordeiro, Gauss M.-
dc.date.accessioned2022-10-31T22:04:11Z-
dc.date.available2022-10-31T22:04:11Z-
dc.date.issued2017-05-
dc.identifier.citationANDRADE, Thiago A. N. et al. The Gamma Generalized Pareto Distribution with Applications in Survival Analysis. Iinternational Journal of Statistics and Probability, v. 6, p. 141-156, 2017. Disponível em: http://www.ccsenet.org/journal/index.php/ijsp/article/view/67750. Acesso em: 07 dez. 2017pt_BR
dc.identifier.urihttps://repositorio.ufrn.br/handle/123456789/49660-
dc.languagept_BRpt_BR
dc.publisherInternational Journal of Statistics and Probabilitypt_BR
dc.rightsAcesso Abertopt_BR
dc.subjectGeneralized pareto distributionpt_BR
dc.subjectHazard rate functionpt_BR
dc.subjectSurvival functionpt_BR
dc.titleThe gamma generalized pareto distribution with applications in survival analysispt_BR
dc.typearticlept_BR
dc.identifier.doi10.5539/ijsp.v6n3p141-
dc.description.resumoWe study a three-parameter model named the gamma generalized Pareto distribution. This distribution extends the generalized Pareto model, which has many applications in areas such as insurance, reliability, finance and many others. We derive some of its characterizations and mathematical properties including explicit expressions for the density and quantile functions, ordinary and incomplete moments, mean deviations, Bonferroni and Lorenz curves, generating function, R´enyientropy and order statistics. We discuss the estimation of the model parameters by maximum likelihood. A small Monte Carlo simulation study and two applications to real data are presented. We hope that this distribution may be useful for modeling survival and reliability data.pt_BR
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