A generalized gamma distribution with application to drought data

Gamma distributions are some of the most popular models for hydrological processes. In this paper, a very flexible family which contains the gamma distribution as a particular case is introduced. Evidence of flexibility is shown by examining the shape of its probability density function (pdf). A treatment of the mathematical properties is provided by deriving expressions for the n th moment. Estimation and simulation issues are also considered. Finally, a detailed application to drought data from the State of Nebraska is illustrated.