Abstract
In the absence of a correct distribution theory for complex data, neutrosophic algebra can be very useful in quantifying uncertainty. In applied data analysis, implementation of existing gamma distribution becomes inadequate for some applications when dealing with an imprecise, uncertain, or vague dataset. Most existing works have explored distributional properties of the gamma distribution under the assumption that data do not have any kind of indeterminacy. Yet, analytical properties of the gamma model for the more realistic setting when data involved uncertainties remain largely underdeveloped. This paper fills such a gap and develops the notion of neutrosophic gamma distribution (NGD). The proposed distribution represents a generalized structure of the existing gamma distribution. The basic distributional properties, including moments, shape coefficients, and moment generating function (MGF), are established. Several examples are considered to emphasize the relevance of the proposed NGD for dealing with circumstances with inadequate or ambiguous knowledge about the distributional characteristics. The estimation framework for treating vague parameters of the NGD is developed. The Monte Carlo simulation is implemented to examine the performance of the proposed model. The proposed model is applied to a real dataset for the purpose of dealing with inaccurate and vague statistical data. Results show that the NGD has better flexibility in handling real data over the conventional gamma distribution.