publication . Article . 2009

On the transmuted extreme value distribution with application

Gokarna Aryal; Chris P. Tsokos;
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  • Published: 29 Jan 2009 Journal: Nonlinear Analysis: Theory, Methods & Applications, volume 71, pages e1401-e1407 (issn: 0362-546X, Copyright policy)
  • Publisher: Elsevier BV
Abstract
Abstract A functional composition of the cumulative distribution function of one probability distribution with the inverse cumulative distribution function of another is called the transmutation map. In this article, we will use the quadratic rank transmutation map (QRTM) in order to generate a flexible family of probability distributions taking extreme value distribution as the base value distribution by introducing a new parameter that would offer more distributional flexibility. It will be shown that the analytical results are applicable to model real world data.
Subjects
free text keywords: Applied Mathematics, Analysis, Half-normal distribution, Gumbel distribution, Distribution fitting, Joint probability distribution, Generalized extreme value distribution, Mathematics, Inverse-chi-squared distribution, Log-logistic distribution, Arcsine distribution, Econometrics
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