Journal of Statistical Theory and Applications

Volume 12, Issue 2, August 2013, Pages 129 - 144

The Kumaraswamy Pareto distribution

Authors
Marcelo Bourguignon, Rodrigo B. Silva, Luz M. Zea, Gauss M. Cordeiro
Corresponding Author
Marcelo Bourguignon
Available Online 1 August 2013.
DOI
https://doi.org/10.2991/jsta.2013.12.2.1How to use a DOI?
Keywords
Hazard function; Kumaraswamy distribution; moments; maximum likelihood estimation; Pareto distribution.
Abstract
The modeling and analysis of lifetimes is an important aspect of statistical work in a wide variety of scientific and technological fields. For the first time, the called Kumaraswamy Pareto distribution, is introduced and studied. The new distribution can have a decreasing and upside-down bathtub failure rate function depending on the values of its parameters. It includes as special sub-models the Pareto and exponentiated Pareto (Gupta et al., 1998) distributions. Some structural properties of the proposed distribution are studied including explicit expressions for the moments and generating function. We provide the density function of the order statistics and obtain their moments. The method of maximum likelihood is used for estimating the model parameters and the observed information matrix is derived. A real data set is used to compare the new model with widely known distributions
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Journal
Journal of Statistical Theory and Applications
Volume-Issue
12 - 2
Pages
129 - 144
Publication Date
2013/08
ISSN (Online)
2214-1766
ISSN (Print)
1538-7887
DOI
https://doi.org/10.2991/jsta.2013.12.2.1How to use a DOI?
Open Access
This is an open access article distributed under the CC BY-NC license.

Cite this article

TY  - JOUR
AU  - Marcelo Bourguignon
AU  - Rodrigo B. Silva
AU  - Luz M. Zea
AU  - Gauss M. Cordeiro
PY  - 2013
DA  - 2013/08
TI  - The Kumaraswamy Pareto distribution
JO  - Journal of Statistical Theory and Applications
SP  - 129
EP  - 144
VL  - 12
IS  - 2
SN  - 2214-1766
UR  - https://doi.org/10.2991/jsta.2013.12.2.1
DO  - https://doi.org/10.2991/jsta.2013.12.2.1
ID  - Bourguignon2013
ER  -