A generalized probability distribution is developed which served as a general formula for some well known probability distributions such as weibull, exponential, rayleigh. gamma, log-nonnal. pareto. maxwell, generalized laplace etc. Besides aforesaid probahility distributions, a family of new disuibutions can also be derived from it. The statistical properties viz. moments and moment generating...

Weighted Gamma (WG), a weighted version of Gamma distribution, is introduced. The hazard function is increasing or upside-down bathtub depending upon the values of the parameters. This distribution can be obtained as a hidden upper truncation model. The expressions for the moment generating function and the moments are given. The non-linear equations for finding maximum likelihood estimators (M...

The paper discusses an extension of the variance-gamma process with stochastic linear drift coefficient. It is assumed that coefficient may switch to a different value at exponentially distributed time. size jump supposed have multinomial distribution. We obtained distribution function, probability density function and lower partial expectation for considered in closed forms. results are applie...