The new class of Kummer beta generalized distributions
Pescim, R. R. (Universidade de Sao Paulo-USP. Departamento de Ciências Exatas)
Cordeiro, G. M. (Universidade Federal de Pernambuco-UFPE. Departamento de Estatística)
Demétrio, C. G. B. (Universidade de Sao Paulo-USP. Departamento de Ciências Exatas)
Ortega, E. M. M. (Universidade de Sao Paulo-USP. Departamento de Ciências Exatas)
Nadarajah, Saralees (University of Manchester. School of Mathematics)

Date: 2012
Abstract: Ng and Kotz (1995) introduced a distribution that provides greater flexibility to extremes. We define and study a new class of distributions called the Kummer beta generalized family to extend the normal, Weibull, gamma and Gumbel distributions, among several other well-known distributions. Some special models are discussed. The ordinary moments of any distribution in the new family can be expressed as linear functions of probability weighted moments of the baseline distribution. We examine the asymptotic distributions of the extreme values. We derive the density function of the order statistics, mean absolute deviations and entropies. We use maximum likelihood estimation to fit the distributions in the new class and illustrate its potentiality with an application to a real data set.
Rights: Aquest document està subjecte a una llicència d'ús Creative Commons. Es permet la reproducció total o parcial i la comunicació pública de l'obra, sempre que no sigui amb finalitats comercials, i sempre que es reconegui l'autoria de l'obra original. No es permet la creació d'obres derivades. Creative Commons
Language: Anglès.
Document: article ; recerca ; publishedVersion
Subject: Generalized distribution ; Kummer beta distribution ; Likelihood ratio test ; Moment ; Order Statistic ; Weibull distribution
Published in: SORT : statistics and operations research transactions, Vol. 36, Núm. 2 (juliol-desembre 2012) , p. 153-180, ISSN 1696-2281



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 Record created 2013-01-09, last modified 2018-11-24



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