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39232

Transmuted Generalized Pareto Distribution

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Last updated: 04 Jan 2025

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Abstract

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.

DOI

10.21608/jsfc.2016.39232

Keywords

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

Authors

First Name

M

Last Name

Habib, A. M. Abd Elfattah and Abdelhamid Eissa

MiddleName

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Affiliation

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

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Volume

16

Article Issue

2

Related Issue

6299

Issue Date

2016-07-01

Receive Date

2016-02-07

Publish Date

2016-07-01

Page Start

1

Page End

13

Print ISSN

1687-322X

Article File

JSFC_Volume 16_Issue 2_Pages 1-13.pdf

PDF . 725.7kB

Link

https://jsfc.journals.ekb.eg/article_39232.html

Detail API

https://jsfc.journals.ekb.eg/service?article_code=39232

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8

Type

المقالة الأصلية

Type Code

761

Publication Type

Journal

Publication Title

المجلة العلمية لقطاع کليات التجارة

Publication Link

https://jsfc.journals.ekb.eg/

MainTitle

Transmuted Generalized Pareto Distribution

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Article

Created At

22 Jan 2023