the beta gumbel distribution

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ID: 175229
2004
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Abstract
The Gumbel distribution is perhaps the most widely applied statistical distribution for problems in engineering. In this paper, we introduce a generalization—referred to as the beta Gumbel distribution—generated from the logit of a beta random variable. We provide a comprehensive treatment of the mathematical properties of this new distribution. We derive the analytical shapes of the corresponding probability density function and the hazard rate function and provide graphical illustrations. We calculate expressions for the nth moment and the asymptotic distribution of the extreme order statistics. We investigate the variation of the skewness and kurtosis measures. We also discuss estimation by the method of maximum likelihood. We hope that this generalization will attract wider applicability in engineering.
Reference Key
nadarajah2004mathematicalthe Use this key to autocite in the manuscript while using SciMatic Manuscript Manager or Thesis Manager
Authors ;Saralees Nadarajah;Samuel Kotz
Journal journal of power sources
Year 2004
DOI
10.1155/S1024123X04403068
URL
http://dx.doi.org/10.1155/S1024123X04403068
Keywords
civil engineering (general)mathematics engineering (general)

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