Diyala Journal For Pure Science
Scientific Refereed Journal Published By College of Science - University of Diyala
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Diyala Journal For Pure Sciences DJPS
ISRA Impact Factor:3.715
P- ISSN:2222-8373, E-ISSN:2518-9255
Volume 14, Issue 2 , April . 2018
Estimating parameters Gumbel Pareto Distribution
Mahdi Wahhab Namah Nasrallah
Year: 2018, Volume: 14, Issue: 2
Pages: 53-60 , DOI: http://dx.doi.org/10.24237/djps.1402.372A
The proposed method for generating a new distribution, depends on the Cumulative Distribution Function (CDF) of two distributions, namely, Gumbel distribution and pareto distribution.We obtain a new compound, which is called (Gumble – Pareto distribution GPD). In this research we work on deriving the formula for the new distribution, and all other additional properties as well as introducing different methods to estimate the four parameters ( ) By different Method like Maximum likelihood, and method of Moments estimator and also, we derive Percentiles estimator and least squares and also weighted least square. Then the Comparison is done through simulation.
Keywords: Gumbel distribution, Pareto distribution, MLE, Moments, LS, WLS, PE.