A New Generalized Kumaraswamy Distribution
Abstract
A new five-parameter continuous distribution which generalizes the Kumaraswamy and the beta distributions as well as some other well-known distributions is proposed and studied. The model has as special cases new four- and three-parameter distributions on the standard unit interval. Moments, mean deviations, R\'enyi's entropy and the moments of order statistics are obtained for the new generalized Kumaraswamy distribution. The score function is given and estimation is performed by maximum likelihood. Hypothesis testing is also discussed. A data set is used to illustrate an application of the proposed distribution.
Keywords
Cite
@article{arxiv.1004.0911,
title = {A New Generalized Kumaraswamy Distribution},
author = {Jalmar M. F. Carrasco and Silvia L. P. Ferrari and Gauss M. Cordeiro},
journal= {arXiv preprint arXiv:1004.0911},
year = {2010}
}
Comments
Beta distribution; Continuous proportions; Generalized Kumaraswamy distribution; Kumaraswamy distribution; Maximum likelihood; McDonald Distribution; Moments.