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The Marshall-Olkin-Kumarswamy-G family of distributions (1509.08108v2)

Published 27 Sep 2015 in math.ST and stat.TH

Abstract: A new family of continuous distribution is proposed by using Kumaraswamy-G (Cordeiro and de Castro, 2011) distribution as the base line distribution in the Marshal-Olkin (Marshall and Olkin, 1997) construction. A number of known distributions are derived as particular cases. Various properties of the proposed family like formulation of the pdf as different mixture of exponentiated baseline distributions, order statistics, moments, moment generating function, Renyi entropy, quantile function and random sample generation have been investigated. Asymptotes, shapes and stochastic ordering are also investigated. The parameter estimation by methods of maximum likelihood, their large sample standard errors and confidence intervals and method of moment are also presented. Two members of the proposed family are compared with corresponding members of Kumaraswamy-Marshal-Olkin-G family (Alizadeh et al., 2015) by fitting of two real life data sets.

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