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  • 标题:An Extension of the Kumaraswamy Distribution
  • 本地全文:下载
  • 作者:Jalmar Carrasco ; Gauss Cordeiro
  • 期刊名称:International Journal of Statistics and Probability
  • 印刷版ISSN:1927-7032
  • 电子版ISSN:1927-7040
  • 出版年度:2017
  • 卷号:6
  • 期号:3
  • 页码:61
  • DOI:10.5539/ijsp.v6n3p61
  • 出版社:Canadian Center of Science and Education
  • 摘要:

    We propose and study a new five-parameter continuous distribution in the unit interval through a specific probability integral transform. The new distribution, under some parameter constraints, is an identified parametric model that includes as special cases six important models such as the Kumaraswamy and beta distributions. We obtain ordinary and incomplete moments, quantile and generating functions, mean deviations, R\'enyi entropy and moments of order statistics. The estimation of the model parameters is performed by maximum likelihood, and hypothesis tests are discussed. Additionally, through a simulation study we investigate the behavior of the maximum likelihood estimator, also we investigate the impact of ignoring identifiability problems. The usefulness of the proposed distribution is illustrated by means of a real data set.

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