The new class of Kummer beta generalized distributions

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Document typeArticle
Defense date2012
PublisherInstitut d'Estadística de Catalunya
Rights accessOpen Access
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is licensed under a Creative Commons license
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Attribution-NonCommercial-NoDerivs 3.0 Spain
Abstract
Ng and Kotz (1995) introduced a distribution that provides g
reater flexibility to extremes. We define
and study a new class of distributions called the Kummer beta
generalized family to extend the
normal, Weibull, gamma and Gumbel distributions, among sev
eral other well-known distributions.
Some special models are discussed. The ordinary moments of a
ny distribution in the new family
can be expressed as linear functions of probability weighte
d moments of the baseline distribution.
We examine the asymptotic distributions of the extreme valu
es. We derive the density function
of the order statistics, mean absolute deviations and entro
pies. We use maximum likelihood
estimation to fit the distributions in the new class and illus
trate its potentiality with an application
to a real data set
CitationPescim, R. R. [et al.]. The new class of Kummer beta generalized distributions. "SORT", vol. 36, núm. 2, p. 153-180.
ISSN1696-2281
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