文章基本信息

标题：TRANSMUTED KUMARASWAMY DISTRIBUTION
本地全文：下载
作者：Muhammad Shuaib Khan ; Robert King ; Irene Lena Hudson 等
期刊名称：Statistics in Transition
印刷版ISSN：1234-7655
电子版ISSN：2450-0291
出版年度：2016
卷号：17
期号：2
页码：183-210
DOI：10.21307/stattrans-2016-013
出版社：Exeley Inc.
摘要：The Kumaraswamy distribution is the most widely applied statistical distribution in hydrological problems and many natural phenomena. We propose a generalization of the Kumaraswamy distribution referred to as the transmuted Kumaraswamy (𝑇𝐾𝑤) distribution. The new transmuted distribution is developed using the quadratic rank transmutation map studied by Shaw et al. (2009). A comprehensive account of the mathematical properties of the new distribution is provided. Explicit expressions are derived for the moments, moment generating function, entropy, mean deviation, Bonferroni and Lorenz curves, and formulated moments for order statistics. The 𝑇𝐾𝑤 distribution parameters are estimated by using the method of maximum likelihood. Monte Carlo simulation is performed in order to investigate the performance of MLEs. The flood data and HIV/ AIDS data applications illustrate the usefulness of the proposed model.
关键词：Kumaraswamy distribution;moments;order statistics;parameter estimation;maximum likelihood estimation