ABSTRACT
This chapter shows different types of continuous distributions defined within the Generalized Additive Models for Location Scale, and Shape (GAMLSS) family. It also shows how these distributions model skewness and kurtosis. The chapter provides examples of using these distributions for real data. A fitted GAMLSS model with a scale family response distribution is invariant to a scale change in the unit of measurement of the response variable. The exponential, Weibull, and gamma distributions are widely used in survival and reliability analysis. In survival analysis the interest lies on how explanatory factors affect the survival time of individuals, and in reliability in how they affect the reliability of components of a system.
