article
The exponentiated generalized gumbel distribution
Registro en:
10.15446
Autor
Andrade, Thiago
Rodrigues, Heloisa
Bourguignon, Marcelo
Cordeiro, Gauss
Resumen
A class of univariate distributions called the exponentiated generalized
class was recently proposed in the literature. A four-parameter model within
this class named the exponentiated generalized Gumbel distribution is defined.
We discuss the shapes of its density function and obtain explicit expressions
for the ordinary moments, generating and quantile functions, mean
deviations, Bonferroni and Lorenz curves and Rényi entropy. The density
function of the order statistic is derived. The method of maximum likelihood
is used to estimate model parameters. We determine the observed information
matrix. We provide a Monte Carlo simulation study to evaluate the
maximum likelihood estimates of model parameters and two applications to
real data to illustrate the importance of the new model.