Mathematical properties, application and simulation for the exponentiated generalized standardized Gumbel distribution

Thiago Alexandro Nascimento de Andrade, Frank Gomes-Silva, Luz Milena Fernandez

Resumo


In this paper, we study the two-parameter exponentiated generalized standardized Gumbel distribution, which consists of a simple generalization of the Gumbel distribution. We investigate the power of fit of the proposed distribution to real data and study via Monte Carlo simulation the behavior of the MLEs for the model parameters. We provide a comprehensive mathematical treatment and prove that the formulas related to the new model are simple and manageable.

 


Palavras-chave


exponentiated generalized distribution; standardized Gumbel distribution.

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DOI: http://dx.doi.org/10.4025/actascitechnol.v41i1.39867



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ISSN 1806-2563 (impresso) e ISSN 1807-8664 (on-line) e-mail: actatech@uem.br

  

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