Describing the Flexibility of the Generalized Gamma and Related Distributions

Matthew Matheson, Alvaro Muñoz, Christopher Cox

Research output: Contribution to journalArticlepeer-review

Abstract

The generalized gamma (GG) distribution is a widely used, flexible tool for parametric survival analysis. Many alternatives and extensions to this family have been proposed. This paper characterizes the flexibility of the GG by the quartile ratio relationship, log(Q2/Q1)/log(Q3/Q2), and compares the GG on this basis with two other three-parameter distributions and four parent distributions of four or five parameters. For most parameter combinations of other distributions, a very similar GG, as assessed by the Kullback-Liebler distance, can be found by matching the three quartiles; extreme cases where this fails are examined. Limited additional flexibility is observed, supporting the basic GG family as an ideal platform for parametric survival analysis.

Original languageEnglish (US)
Article number15
JournalJournal of Statistical Distributions and Applications
Volume4
Issue number1
DOIs
StatePublished - Dec 1 2017

Keywords

  • Generalized gamma
  • Hazard functions
  • Kullback-Liebler distance
  • Parametric survival analysis

ASJC Scopus subject areas

  • Statistics and Probability
  • Computer Science Applications
  • Statistics, Probability and Uncertainty

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