The exponentiated generalized Pareto distribution

Abstract

Recently Gupta et al. (1998) introduced the exponentiated exponential distribution as a generalization of the standard exponential distribution. In this paper, we introduce a three-parameter generalized Pareto distribution, the exponentiated generalized Pareto distribution (EGP). We present a comprehensive treatment of the mathematical properties of this new distribution.

Key Words: Three-parameter generalized Pareto distribution, moments, hazard rate function.

Ife Journal of Science Vol.6(2) 2004: 127-133