About DJPS    Editorial Board    Advisory Board    Secretary of Journal    Events & News         

 

DJPS

Diyala Journal For Pure Science

Scientific Refereed Journal Published By College of Science - University of Diyala

 

Admin of Website

djps.1402.372A

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

 

Language: English

 

Download :  

 

Abstract


 

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.

Copyright © 2017 Diyala Journal For Pure Science (DJPS) . All rights reserved
3:45