A new family of generalized distributions

Kumaraswamy [Generalized probability density-function for double-bounded random-processes, J. Hydrol. 462 (1980), pp. 79-88] introduced a distribution for double-bounded random processes with hydrological applications. For the first time, based on this distribution, we describe a new family of gener...

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Vydáno v:	Journal of statistical computation and simulation Ročník 81; číslo 7; s. 883 - 898
Hlavní autoři:	Cordeiro, Gauss M., de Castro, Mário
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	Abingdon Taylor & Francis 01.07.2011 Taylor & Francis Ltd
Témata:	Computer simulation gamma distribution Inverse Kumaraswamy distribution Mathematical analysis Mathematical models Maximum likelihood method moments Normal distribution order statistics Parents Probability distribution Random processes Statistics Weibull distribution
ISSN:	0094-9655, 1563-5163
On-line přístup:	Získat plný text
Tagy:	Přidat tag Žádné tagy, Buďte první, kdo vytvoří štítek k tomuto záznamu!

Abstract	Kumaraswamy [Generalized probability density-function for double-bounded random-processes, J. Hydrol. 462 (1980), pp. 79-88] introduced a distribution for double-bounded random processes with hydrological applications. For the first time, based on this distribution, we describe a new family of generalized distributions (denoted with the prefix 'Kw') to extend the normal, Weibull, gamma, Gumbel, inverse Gaussian distributions, among several well-known distributions. Some special distributions in the new family such as the Kw-normal, Kw-Weibull, Kw-gamma, Kw-Gumbel and Kw-inverse Gaussian distribution are discussed. We express the ordinary moments of any Kw generalized distribution as linear functions of probability weighted moments (PWMs) of the parent distribution. We also obtain the ordinary moments of order statistics as functions of PWMs of the baseline distribution. We use the method of maximum likelihood to fit the distributions in the new class and illustrate the potentiality of the new model with an application to real data.
AbstractList	Kumaraswamy [Generalized probability density-function for double-bounded random-processes, J. Hydrol. 462 (1980), pp. 79-88] introduced a distribution for double-bounded random processes with hydrological applications. For the first time, based on this distribution, we describe a new family of generalized distributions (denoted with the prefix 'Kw') to extend the normal, Weibull, gamma, Gumbel, inverse Gaussian distributions, among several well-known distributions. Some special distributions in the new family such as the Kw-normal, Kw-Weibull, Kw-gamma, Kw-Gumbel and Kw-inverse Gaussian distribution are discussed. We express the ordinary moments of any Kw generalized distribution as linear functions of probability weighted moments (PWMs) of the parent distribution. We also obtain the ordinary moments of order statistics as functions of PWMs of the baseline distribution. We use the method of maximum likelihood to fit the distributions in the new class and illustrate the potentiality of the new model with an application to real data. Kumaraswamy [Generalized probability density-function for double-bounded random-processes, J. Hydrol. 462 (1980), pp. 79-88] introduced a distribution for double-bounded random processes with hydrological applications. For the first time, based on this distribution, we describe a new family of generalized distributions (denoted with the prefix 'Kw') to extend the normal, Weibull, gamma, Gumbel, inverse Gaussian distributions, among several well-known distributions. Some special distributions in the new family such as the Kw-normal, Kw-Weibull, Kw-gamma, Kw-Gumbel and Kw-inverse Gaussian distribution are discussed. We express the ordinary moments of any Kw generalized distribution as linear functions of probability weighted moments (PWMs) of the parent distribution. We also obtain the ordinary moments of order statistics as functions of PWMs of the baseline distribution. We use the method of maximum likelihood to fit the distributions in the new class and illustrate the potentiality of the new model with an application to real data. [PUBLICATION ABSTRACT]
Author	de Castro, Mário Cordeiro, Gauss M.
Author_xml	– sequence: 1 givenname: Gauss M. surname: Cordeiro fullname: Cordeiro, Gauss M. organization: Departamento de Estatística e Informática , Universidade Federal Rural de Pernambuco – sequence: 2 givenname: Mário surname: de Castro fullname: de Castro, Mário email: mcastro@icmc.usp.br organization: Instituto de Ciências Matemáticas e de Computação, Universidade de São Paulo
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Snippet	Kumaraswamy [Generalized probability density-function for double-bounded random-processes, J. Hydrol. 462 (1980), pp. 79-88] introduced a distribution for...
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SubjectTerms	Computer simulation gamma distribution Inverse Kumaraswamy distribution Mathematical analysis Mathematical models Maximum likelihood method moments Normal distribution order statistics Parents Probability distribution Random processes Statistics Weibull distribution
Title	A new family of generalized distributions
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