The Kumaraswamy Laplace Distribution

Manal Mohamed Nassar

Abstract


A generalized Laplace distribution using the Kumaraswamy distribution is introduced. Different structural properties of this new distribution are derived, including the moments, and the moment generating function. We discuss maximum likelihood estimation of the model parameters and obtain the observed and expected information matrix. A real data set is used to compare the new model with widely known distributions.

Keywords


Kumaraswamy- Laplace distribution, maximum likelihood estimation, Akaike Information Criterion and Bayesian Information Criterion.

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DOI: http://dx.doi.org/10.18187/pjsor.v12i4.1485

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Copyright (c) 2016 Pakistan Journal of Statistics and Operation Research

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Title

The Kumaraswamy Laplace Distribution

Keywords

Kumaraswamy- Laplace distribution, maximum likelihood estimation, Akaike Information Criterion and Bayesian Information Criterion.

Description

A generalized Laplace distribution using the Kumaraswamy distribution is introduced. Different structural properties of this new distribution are derived, including the moments, and the moment generating function. We discuss maximum likelihood estimation of the model parameters and obtain the observed and expected information matrix. A real data set is used to compare the new model with widely known distributions.

Date

2016-12-01

Identifier


Source

Pakistan Journal of Statistics and Operation Research; Vol. 12 No. 4, 2016



Print ISSN: 1816-2711 | Electronic ISSN: 2220-5810