Estimating parameters Gumbel Pareto Distribution | Zendy

Mahdi Wahhab | Zendy

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Estimating parameters Gumbel Pareto Distribution

Author(s) -

Mahdi Wahhab

Publication year - 2018

Publication title -

diyala journal for pure science

Language(s) - English

Resource type - Journals

eISSN - 2518-9255

pISSN - 2222-8373

DOI - 10.24237/djps.1402.372a

Subject(s) - gumbel distribution , lomax distribution , generalized pareto distribution , pareto principle , distribution (mathematics) , pareto distribution , mathematics , statistics , extreme value theory , mathematical analysis

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 (μ, θ , α , B ) 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.

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