The development of flexible parametric models that simultaneously capture heavy tails and skewness remains a central challenge in statistical science. This paper introduces the gamma-generated Weibull–Pareto (GGWP) distribution, a novel hierarchical distribution that integrates a Weibull baseline with a Pareto tail kernel within a parsimonious and identifiable framework. The GGWP distribution offers a unified solution to complex data features, combining theoretical depth with methodological completeness. We provide a thorough treatment of the model's key properties and develop a comprehensive suite of frequentist and Bayesian estimation methods, with asymptotic properties rigorously established and finite-sample performance assessed through extensive simulations. Three real-world applications in medicine, engineering, and environmental science demonstrate the practical superiority of the GGWP distribution over state-of-the-art competitors. The model's theoretical tractability, methodological versatility, and empirical performance establish it as a powerful and reliable tool for complex data modelling across disciplines. By unifying heavy-tailed behaviour and skewness within a single coherent framework, this work lays a foundation for future developments in flexible parametric modelling and offers a robust alternative to conventional lifetime distributions.
Citation: Christophe Chesneau, Ibrahim Sadok. A unified gamma-generated Weibull–Pareto distribution for heavy-tailed and skewed data with applications to medicine, engineering, and environment[J]. AIMS Mathematics, 2026, 11(8): 23629-23662. doi: 10.3934/math.2026952
The development of flexible parametric models that simultaneously capture heavy tails and skewness remains a central challenge in statistical science. This paper introduces the gamma-generated Weibull–Pareto (GGWP) distribution, a novel hierarchical distribution that integrates a Weibull baseline with a Pareto tail kernel within a parsimonious and identifiable framework. The GGWP distribution offers a unified solution to complex data features, combining theoretical depth with methodological completeness. We provide a thorough treatment of the model's key properties and develop a comprehensive suite of frequentist and Bayesian estimation methods, with asymptotic properties rigorously established and finite-sample performance assessed through extensive simulations. Three real-world applications in medicine, engineering, and environmental science demonstrate the practical superiority of the GGWP distribution over state-of-the-art competitors. The model's theoretical tractability, methodological versatility, and empirical performance establish it as a powerful and reliable tool for complex data modelling across disciplines. By unifying heavy-tailed behaviour and skewness within a single coherent framework, this work lays a foundation for future developments in flexible parametric modelling and offers a robust alternative to conventional lifetime distributions.
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