The exponentiated generalized gumbel distribution

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dc.contributor.authorAndrade, Thiago
dc.contributor.authorRodrigues, Heloisa
dc.contributor.authorBourguignon, Marcelo
dc.contributor.authorCordeiro, Gauss
dc.date.accessioned2022-10-31T20:33:20Z
dc.date.available2022-10-31T20:33:20Z
dc.date.issued2015-01
dc.description.resumoA class of univariate distributions called the exponentiated generalized class was recently proposed in the literature. A four-parameter model within this class named the exponentiated generalized Gumbel distribution is defined. We discuss the shapes of its density function and obtain explicit expressions for the ordinary moments, generating and quantile functions, mean deviations, Bonferroni and Lorenz curves and Rényi entropy. The density function of the order statistic is derived. The method of maximum likelihood is used to estimate model parameters. We determine the observed information matrix. We provide a Monte Carlo simulation study to evaluate the maximum likelihood estimates of model parameters and two applications to real data to illustrate the importance of the new model.pt_BR
dc.identifier.citationANDRADE, T. et al. The Exponentiated Generalized Gumbel Distribution. Revista Colombiana de Estadistica, v. 38, p. 123-143, 2015. Disponível em: http://www.scielo.org.co/scielo.php?script=sci_arttext&pid=S0120-17512015000100007&lng=es&nrm=iso&tlng=en. Acesso em: 07 dez. 2017pt_BR
dc.identifier.doi10.15446
dc.identifier.urihttps://repositorio.ufrn.br/handle/123456789/49656
dc.languageenpt_BR
dc.publisherRevista Colombiana de Estadisticapt_BR
dc.rightsAcesso Abertopt_BR
dc.subjectGumbel distributionpt_BR
dc.subjectMaximum likelihoodpt_BR
dc.subjectMomentpt_BR
dc.subjectRényi entropypt_BR
dc.titleThe exponentiated generalized gumbel distributionpt_BR
dc.typearticlept_BR

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