An Extension of the Kumaraswamy Distribution

Jalmar M. F. Carrasco, Gauss M Cordeiro

Abstract


We propose and study a new five-parameter continuous distribution in the unit interval through a specific probability integral transform. The new distribution, under some parameter constraints, is an identified parametric model that includes as special cases six important models such as the Kumaraswamy and beta distributions. We obtain ordinary and incomplete moments, quantile and generating functions, mean deviations, R\'enyi entropy and moments of order statistics. The estimation of the model parameters is performed by maximum likelihood, and hypothesis tests are discussed. Additionally, through a simulation study we investigate the behavior of the maximum likelihood estimator, also we investigate the impact of ignoring identifiability problems. The usefulness of the proposed distribution is illustrated by means of a real data set.


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DOI: https://doi.org/10.5539/ijsp.v6n3p61

License URL: http://creativecommons.org/licenses/by/4.0

International Journal of Statistics and Probability   ISSN 1927-7032(Print)   ISSN 1927-7040(Online)

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