The Log-Odd Normal Generalized Family of Distributions with Application.

The normal distribution has a central place in distribution theory and statistics. We propose the log-odd normal generalized (LONG) family of distributions based on log-odds and obtain some of its mathematical properties including a useful linear representation for the new family. We investigate, as a special model, the log-odd normal power-Cauchy (LONPC) distribution. Some structural properties of LONPC distribution are obtained including quantile function, ordinary and incomplete moments, generating function and some asymptotics. We estimate the model parameters using the maximum likelihood method. The usefulness of the proposed family is proved empirically by means of a real air pollution data set.

The gamma-Weibull distribution revisited

The five parameter gamma-Weibull distribution has been introduced by Leipnik and Pearce (2004). Nadarajah and Kotz (2007) have simplified it into four parameter form, using hypergeometric functions in some special cases. We show that the probability distribution function, all moments of positive order and the characteristic function of gamma-Weibull distribution of a random variable can be explicitely expressed in terms of the incomplete confluent Fox-Wright Psi-function, which is recently introduced by Srivastava and Pogány (2007). In the same time, we generalize certain results by Nadarajah and Kotz that follow as special cases of our findings.

A distribuição gamma-Weibull a cinco parâmetros foi introduzida for Leipnik e Pearce (2004). Nadarajah e Kotz (2007) a simplificaram para uma forma a quatro parâmetros usando funções hipergeométricas em alguns casos especiais. Nós mostramos que a função de distribuição cumulativa, todos os momentos de ordem positiva e a função característica da distribuição gamma-Weibull de uma variável randômica pode ser explicitamente expressa em termos da função-Psi de Fox-Wright confluente incompleta, recentemente introduzida por Srivastava and Pogány (2007). Ao mesmo tempo, generalizamos certos resultados de Nadarajah e Kotz que decorrem como casos especiais de nossos achados.