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Showing 1 results for Moment Generating Function.
Dr. Abouzar Bazyari, Volume 26, Issue 2 (3-2022)
Abstract
In this paper, a generalization of the Gumbel distribution as the cubic transmuted Gumbel distribution based on the cubic ranking transmutation map is introduced. It is shown that for some of the parameters, the proposed density function is mesokurtic and for others parameters the density function is platykurtic function. The statistical properties of new distribution, consist of survival function, hazard function, moments and moment generating function have been studied. The parameters of cubic transmuted Gumbel distribution are estimated using the maximum likelihood method. Also, the application of the cubic transmuted Gumbel distribution is shown with two numerical examples and compared with Gumbel distribution and transmuted Gumbel distribution. Finally, it is shown that for a data set, the proposed cubic transmuted Gumbel distribution is better than Gumbel distribution and transmuted Gumbel distribution.
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