On the Moments of the Alpha Power Transformed Generalized Exponential Distribution

Abstract

Based on an alpha power transformation method developed in Mahdavi and Kundu [Communications in Statistics–Theory and Methods, 46, 2017, doi: 10.1080/03610926.2015.1130839], Dey, Alzaatreh, Zhang and Kumar [Ozone: Science and Engineering, 39, 2017, 273–285] introduced a novel three-parameter distribution, studied its properties including estimation issues and illustrated an application to an ozone data set. Here, we derive closed form expressions for moment properties of the distribution. We also revisit their data application.