Transmuted Generalized Pareto Distribution

نوع المستند : المقالة الأصلية

المؤلف

Professor of Statistics, Department of Statistic Faculty of Commerce, Al-Azhar University Professor of Statistics & Institute of Statistical studies and research

المستخلص

In this article, we generalize the generalized Pareto Distribution using
the quadratic transmuted map studied by Shaw et al. (2009). The properties of this
distribution are derived and the estimation of the model parameters is discussed,
estimating parameters by the method of maximum likelihood and provide the
observed information matrix. The flexibility of the new model is illustrated with
Monte Carlo simulation.

نقاط رئيسية

Transmuted Generalized Pareto Distribution
the quadratic transmuted map
the
observed information matrix
Monte Carlo simulation

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