The Beta Exponentiated Gumbel Distribution

author

  • J. Ownuk Department of Statistics‎, ‎Isfahan University‎, ‎Isfahan‎, ‎Iran‎.
Abstract:

We introduce a new five-parameter distribution called the beta exponentiated Gumbel (BEG) distribution that includes the beta Gumbel, exponentiated Gumbel and Gumbel distribution. Expressions for the distribution function, density function and rth moment of the new distribution and order statistics are obtained. We discuss estimation of the parameters by maximum liklelihood and provide the information matrix. Using a real data set, we observe that the BEG distribution is flexible and can be used quite effectively in analysing positive data in place of the special cases.

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Journal title

volume 14  issue None

pages  1- 14

publication date 2015-12

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