Analyzing survival data with highly negatively skewed distribution: The Gompertz-sinh family

作者：Cooray Kahadawala; Ananda Malwane M A^*

来源：Journal of Applied Statistics, 2010, 37(1): 1-11.

DOI：10.1080/02664760802663072

• goodness-of-fit
• gompertz distribution
• maximum likelihood

In this article, we explore a new two-parameter family of distribution, which is derived by suitably replacing the exponential term in the Gompertz distribution with a hyperbolic sine term. The resulting new family of distribution is referred to as the Gompertz-sinh distribution, and it possesses a thicker and longer lower tail than the Gompertz family, which is often used to model highly negatively skewed data. Moreover, we introduce a useful generalization of this model by adding a second shape parameter to accommodate a variety of density shapes as well as nondecreasing hazard shapes. The flexibility and better fitness of the new family, as well as its generalization, is demonstrated by providing well-known examples that involve complete, group, and censored data.

• 出版日期2010