Generalized gamma distribution based on the Bayesian approach with application to investment modelling
Amani Idris A. Sayed,
Shamsul Rijal Muhammad Sabri
Abstract:The Generalized Gamma Distribution (GGD) is one of the most popular distributions in analyzing real lifetime datasets. Estimating the parameters of a high dimensional probability distribution is challenging due to the complexities associated with the resulting objectives function. When traditional estimation techniques fail due to complexity in the model objectives function, other powerful computational approaches are employed. In this study, a Bayesian approach to Generalized Gamma Distribution (GGD) based on… Show more
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