Stats (Mar 2022)

The Stacy-G Class: A New Family of Distributions with Regression Modeling and Applications to Survival Real Data

  • Lucas D. Ribeiro Reis,
  • Gauss M. Cordeiro,
  • Maria do Carmo S. Lima

DOI
https://doi.org/10.3390/stats5010015
Journal volume & issue
Vol. 5, no. 1
pp. 215 – 257

Abstract

Read online

We study the Stacy-G family, which extends the gamma-G class and provides four of the most well-known forms of the hazard rate function: increasing, decreasing, bathtub, and inverted bathtub. We provide some of its structural properties. We estimate the parameters by maximum likelihood, and perform a simulation study to verify the asymptotic properties of the estimators for the Burr-XII baseline. We construct the log-Stacy-Burr XII regression for censored data. The usefulness of the new models is shown through applications to uncensored and censored real data.

Keywords