The Gumbel- Pareto Distribution: Theory and Applications

Authors

Ahmad Hassan Saad, Common First Year, King Saud University, Basic Science, KSAFollow
Samir Kamel Ashour, Institute of Statistical Studies & Research, Cairo University, 5 Ahmed Zowil St., Orman, Giza, Egypt
Darwish Rashwan Darwish, Institute of Statistical Studies & Research, Cairo University, 5 Ahmed Zowil St., Orman, Giza, Egypt

Abstract

In this paper, for the first time we introduce a new four-parameter model called the Gumbel- Pareto distribution by using the T-X method. We obtain some of its mathematical properties. Some structural properties of the new distribution are studied. The method of maximum likelihood is used for estimating the model parameters. Numerical illustration and an application to a real data set are given to show the flexibility and potentiality of the new model.

Keywords

Gumbel distribution, Hazard function, Maximum likelihood estimation, Moments, Pareto distribution, Quantile function, T-X method.

Article Type

Article

How to Cite this Article

Hassan Saad, Ahmad; Kamel Ashour, Samir; and Rashwan Darwish, Darwish (2019) "The Gumbel- Pareto Distribution: Theory and Applications," Baghdad Science Journal: Vol. 16: Iss. 4, Article 19.
DOI: https://doi.org/10.21123/bsj.2019.16.4.0937