In Auburngrads/SMRD: Statistical Methods For Reliability Data

Properties of the Extended Generalized Gamma Distribution

• If $\lambda>0,\;\;\;\;\;\;\; T \sim GENG(\mu, \sigma,\lambda)$

• If $\lambda=1,\;\;\;\;\;\;\;T \sim WEIB(\mu,\sigma)$

• If $\lambda=0,\;\;\;\;\;\;\; T \sim LOGNOR(\mu,\sigma)$

• If $\lambda=-1,\;\;\;\; T^{-1} \sim WEIB(-\mu,\sigma), \text{ aka the Frechet distribution }$

• If $\lambda=\sigma,\;\;\;\;\;\;\; T \sim GAM(\theta,\kappa), \text{ where } \theta=\lambda^2\exp(\mu)\text{ and } \kappa=\lambda^{-2}$

• If $\lambda=\sigma=1, T \sim EXP(\theta), \text{ where } \theta=\exp(\mu)$

Auburngrads/SMRD documentation built on Sept. 14, 2020, 2:21 a.m.