Abstract

The last decade is full on new classes of distributions that become precious for applied statisticians. Extending known distributions by adding parameters enables us to obtain more flexible models. We provide some new mathematical properties of the transmuted generalized gamma distribution defined from the family pioneered by Aryal and Tsokos (2011). We derive explicit expressions for some of its mathematical quantities. We present maximum likelihood and Bayesian estimators for the model parameters. The different estimators are compared using extensive numerical simulations. For the sake of illustration, we apply our proposed methodology to two real data sets, thus proving empirically that the current distribution is a simple alternative for lifetime data. (C) 2018 Elsevier B.V. All rights reserved.