In this paper, we introduce the generalized Gompertz-power series class of
distributions which is obtained by compounding generalized Gompertz and power
series distributions. This compounding procedure follows same way that was
previously carried out by Silva et al. (2013) and Barreto-Souza et al. (2011)
in introducing the compound class of extended Weibull-power series distribution
and the Weibull-geometric distribution, respectively. This distribution
contains several lifetime models such as generalized Gompertz, generalized
Gompertz-geometric, generalized Gompertz-poisson, generalized Gompertz-binomial
distribution, and generalized Gompertz-logarithmic distribution as special
cases. The hazard rate function of the new class of distributions can be
increasing, decreasing and bathtub-shaped. We obtain several properties of this
distribution such as its probability density function, Shannon entropy, its
mean residual life and failure rate functions, quantiles and moments. The
maximum likelihood estimation procedure via a EM-algorithm is presented, and
sub-models of the distribution are studied in details.Comment: Accepted for publicatio