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Abstract

In this article, we introduce a new generalized family of Esscher transformed Laplace distribution, namely the Kumaraswamy Esscher transformed Laplace distribution. We study the various properties of the distribution including the survival function, hazard rate function, cumulative hazard rate function and reverse hazard rate function. The parameters of the distribution are estimated using the maximum likelihood method of estimation. A real application of this distribution on breaking stress of carbon fibres is also considered. Further, we introduce and study the exponentiated and transmuted exponentiated Kumaraswamy Esscher transformed Laplace distributions.

Keywords

Esscher transformation Exponentiated Kumaraswamy Esscher transformed Laplace distribution Hazard rate function Kumaraswamy Esscher transformed Laplace distribution Transmuted exponentiated Kumaraswamy Esscher transformed Laplace distribution

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How to Cite
George, D., & Rimsha H. (2023). Kumaraswamy Esscher Transformed Laplace Distribution: Properties, Application and Extensions: Kumaraswamy Esscher Transformed Laplace Distribution. Pakistan Journal of Statistics and Operation Research, 19(1), 51-62. https://doi.org/10.18187/pjsor.v19i1.3818
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