A Generalized Modification of the Kumaraswamy Distribution for Modeling and Analyzing Real-Life Data

  • Rafid Alshkaki
Keywords: Generalized Modification of the Kumaraswamy Distribution, Maximum Likelihood Estimator, Moments, Simulation Study, Applications

Abstract

In this paper, a generalized modification of the Kumaraswamy distribution is proposed, and its distributional and characterizing properties are studied. This distribution is closed under scaling and exponentiation, and has some well-known distributions as special cases, such as the generalized uniform, triangular, beta, power function, Minimax, and some other Kumaraswamy related distributions. Moment generating function, Lorenz and Bonferroni curves, with its moments consisting of the mean, variance, moments about the origin, harmonic, incomplete, probability weighted, L, and trimmed L moments, are derived. The maximum likelihood estimation method is used for estimating its parameters and applied to six different simulated data sets of this distribution, in order to check the performance of the estimation method through the estimated parameters mean squares errors computed from the different simulated sample sizes. Finally, four real-life data sets are used to illustrate the usefulness and the flexibility of this distribution in application to real-life data.  

Author Biography

Rafid Alshkaki
 

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Published
2020-05-28
How to Cite
Alshkaki, R. (2020). A Generalized Modification of the Kumaraswamy Distribution for Modeling and Analyzing Real-Life Data. Statistics, Optimization & Information Computing, 8(2), 521-548. https://doi.org/10.19139/soic-2310-5070-869
Section
Research Articles