The Beta Transmuted Gumbel Distribution: Theory and Application

Ahmed Hurairah¹

Section:Research Paper, Product Type: Journal-Paper
Vol.6 , Issue.6 , pp.62-73, Dec-2019

Online published on Dec 31, 2019

Copyright © Ahmed Hurairah . This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
 

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Abstract :
In this paper a composite generalizer of the Gumbel distribution is proposed and studied. The genesis of the beta distribution and transmuted map is used to develop the so-called beta transmuted Gumbel distribution. Several mathematical properties including moments, moment generating function, mean deviation, quantiles, and order statistics are discussed. The maximum likelihood method is used for estimating the new model parameters, and the finite sample performance of the estimators is assessed by simulation. Finally, the usefulness of the new distribution in analyzing positive data is illustrated.

Key-Words / Index Term :
Transmuted family, Moments, beta Gumbel distribution, mean deviation, maximum likelihood estimation

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