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Author Country (or Countries)

USA

Abstract

A new distribution, the Epsilon Skew Gamma (ESG ) distribution, which was first introduced by Abdulah [1], is used on a near Gamma data. We first redefine the ESG distribution, its properties, and characteristics, and then we estimate its parameters using the maximum likelihood and moment estimators. We finally use these estimators to fit the data with the ESG distribution.

Suggested Reviewers

N/A

Digital Object Identifier (DOI)

http://dx.doi.org/10.12785/jsap/020302

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