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Revista Colombiana de Estadística

Print version ISSN 0120-1751

Rev.Colomb.Estad. vol.43 no.2 Bogotá July/Dec. 2020  Epub Dec 05, 2020

https://doi.org/10.15446/rce.v43n2.83598 

Original articles of research

On the Alpha Power Kumaraswamy Distribution: Properties, Simulation and Application

Distribución alpha-power-Kumaraswamy: propiedades, simulación y aplicación

Mohamed Ali Ahmed1  a 

1Department of Statistics, Mathematics and Insurance, Al Madina Higher Institute of Management and Technology, Giza, Egypt.


Abstract

Adding new parameters to classical distributions becomes one of the most important methods for increasing distributions flexibility, especially, in simulation studies and real data sets. In this paper, alpha power transformation (APT) is used and applied to the Kumaraswamy (K) distribution and a proposed distribution, so called the alpha power Kumaraswamy (AK) distribution, is presented. Some important mathematical properties are derived, parameters estimation of the AK distribution using maximum likelihood method is considered. A simulation study and a real data set are used to illustrate the flexibility of the AK distribution compared with other distributions.

Key words: Alpha power transformation; Maximum likelihood estimation; Moments; Orders statistics; The Kumaraswamy distribution

Resumen

Agregar nuevos parámetros a las distribuciones clásicas se convierte en uno de los métodos más importantes para aumentar la flexibilidad de las distribuciones, especialmente en estudios de simulación y conjuntos de datos reales. En este documento, se utiliza la transformación de potencia alfa (TPA) y es aplicada a la distribución de Kumaraswamy (K) y a una distribución propuesta, denominada distribución de energía alfa de Kumaraswamy (AK). Se derivan algunas propiedades matemáticas, y se muestra la estimación de parámetros de la distribución AK utilizando el método de máxima verosimilitud. Un estudio de simulación y un conjunto de datos reales se utilizan para ilustrar la flexibilidad de la distribución AK en comparación con otras distribuciones.

Palabras clave: Transformación de potencia alfa; Estimación de máxima verosimilitud; Momentos; Estadísticas de pedidos; La distribución de Kumaraswamy

Full text available only in PDF format.

Acknowledgements

The author thanks anyone provided any important advices or suggested any helpful comments for this study.

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Received: November 2019; Accepted: April 2020

aPh.D. E-mail: mrmohamedali2005@yahoo.com

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