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The Kumaraswamy Exponentiated Pareto Distribution
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I. Elbatal
Veröffentlicht/Copyright:
31. Oktober 2013
Abstract
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 Exponentiated Pareto distribution, is introduced. Some structural properties of the proposed distribution are studied including explicit expressions for the moments and generating function. An explicit expression for Rényi entropy is obtained. The method of maximum likelihood is used for estimating the model parameters.
Received: 2013-2-17
Published Online: 2013-10-31
Published in Print: 2013-10-1
© 2013 by Walter de Gruyter Berlin Boston
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Artikel in diesem Heft
- Masthead
- Masthead
- The Kumaraswamy Exponentiated Pareto Distribution
- Sequential Test for Poisson Distribution under Measurement Error
- Measurement Error Effect on the Power of Control Chart for the Ratio of Two Poisson Distributions
- The Bivariate Confluent Hypergeometric Series Distribution and Some of Its Properties
- Availability of a k-out-of-N:F System with Generally Distributed Repair Time and Preventive Maintenance
- Empirical Likelihood Based Control Charts
- Reliable Risk Analysis on the Example of Tsunami Heights
- An Application of EM Test for the Bayesian Change Point Problem
Schlagwörter für diesen Artikel
Hazard function;
Moment and Generating Functions;
Maximum Likelihood Estimation
Artikel in diesem Heft
- Masthead
- Masthead
- The Kumaraswamy Exponentiated Pareto Distribution
- Sequential Test for Poisson Distribution under Measurement Error
- Measurement Error Effect on the Power of Control Chart for the Ratio of Two Poisson Distributions
- The Bivariate Confluent Hypergeometric Series Distribution and Some of Its Properties
- Availability of a k-out-of-N:F System with Generally Distributed Repair Time and Preventive Maintenance
- Empirical Likelihood Based Control Charts
- Reliable Risk Analysis on the Example of Tsunami Heights
- An Application of EM Test for the Bayesian Change Point Problem
