The exponentiated generalized gumbel distribution

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 ex...

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Principais autores: Andrade, Thiago, Rodrigues, Heloisa, Bourguignon, Marcelo, Cordeiro, Gauss
Formato: article
Idioma:English
Publicado em: Revista Colombiana de Estadistica
Assuntos:
Gumbel distribution
Maximum likelihood
Moment
Rényi entropy
Endereço do item:https://repositorio.ufrn.br/handle/123456789/49656
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spelling ri-123456789-496562022-10-31T20:34:43Z The exponentiated generalized gumbel distribution Andrade, Thiago Rodrigues, Heloisa Bourguignon, Marcelo Cordeiro, Gauss Gumbel distribution Maximum likelihood Moment Rényi entropy 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. 2022-10-31T20:33:20Z 2022-10-31T20:33:20Z 2015-01 article ANDRADE, T. et al. The Exponentiated Generalized Gumbel Distribution. Revista Colombiana de Estadistica, v. 38, p. 123-143, 2015. Disponível em: http://www.scielo.org.co/scielo.php?script=sci_arttext&pid=S0120-17512015000100007&lng=es&nrm=iso&tlng=en. Acesso em: 07 dez. 2017 https://repositorio.ufrn.br/handle/123456789/49656 10.15446 en Acesso Aberto application/pdf Revista Colombiana de Estadistica
institution Repositório Institucional
collection RI - UFRN
language English
topic Gumbel distribution
Maximum likelihood
Moment
Rényi entropy
spellingShingle Gumbel distribution
Maximum likelihood
Moment
Rényi entropy
Andrade, Thiago
Rodrigues, Heloisa
Bourguignon, Marcelo
Cordeiro, Gauss
The exponentiated generalized gumbel distribution
description 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.
format article
author Andrade, Thiago
Rodrigues, Heloisa
Bourguignon, Marcelo
Cordeiro, Gauss
author_facet Andrade, Thiago
Rodrigues, Heloisa
Bourguignon, Marcelo
Cordeiro, Gauss
author_sort Andrade, Thiago
title The exponentiated generalized gumbel distribution
title_short The exponentiated generalized gumbel distribution
title_full The exponentiated generalized gumbel distribution
title_fullStr The exponentiated generalized gumbel distribution
title_full_unstemmed The exponentiated generalized gumbel distribution
title_sort exponentiated generalized gumbel distribution
publisher Revista Colombiana de Estadistica
publishDate 2022
url https://repositorio.ufrn.br/handle/123456789/49656
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AT bourguignonmarcelo theexponentiatedgeneralizedgumbeldistribution
AT cordeirogauss theexponentiatedgeneralizedgumbeldistribution
AT andradethiago exponentiatedgeneralizedgumbeldistribution
AT rodriguesheloisa exponentiatedgeneralizedgumbeldistribution
AT bourguignonmarcelo exponentiatedgeneralizedgumbeldistribution
AT cordeirogauss exponentiatedgeneralizedgumbeldistribution
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