  This paper presents a new class of probability distributions generated from
the gamma distribution. For the new class proposed, we present several
statistical properties, such as the risk function, the density expansions,
Moment-generating function, characteristic function, the moments of order m,
central moments of order m, the log likelihood and its partial derivatives and
also entropy, kurtosis, symmetry and variance. These same properties are
determined for a particular distribution within this new class that is used to
illustrate the capability of the proposed new class through an application to a
real data set. The database presented in Choulakian and Stephens (2001) was
used. Six models are compared and for the selection of these models were used
the Akaike Information Criterion (AIC), the Akaike Information Criterion
corrected (AICc), Bayesian Information Criterion (BIC), Hannan Quinn
Information Criterion (HQIC) and tests of Cramer-Von Mises and Anderson-Darling
to assess the models fit. Finally, we present the conclusions from the analysis
and comparison of the results obtained and the directions for future work.
