Transmuted Generalized Pareto Distribution | ||||
| المجلة العلمية لقطاع کليات التجارة بجامعة الأزهر | ||||
| Article 8, Volume 16, Issue 2, 2016, Page 1-13 PDF (708.69 K) | ||||
| Document Type: المقالة الأصلية | ||||
| DOI: 10.21608/jsfc.2016.39232 | ||||
 View on SCiNiTO | ||||
| Author | ||||
| M Habib, A. M. Abd Elfattah and Abdelhamid Eissa | ||||
| Professor of Statistics, Department of Statistic Faculty of Commerce, Al-Azhar University Professor of Statistics & Institute of Statistical studies and research | ||||
| 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. | ||||
Highlights | ||||
Transmuted Generalized Pareto Distribution | ||||
| Keywords | ||||
| Transmuted Generalized Pareto Distribution; the quadratic transmuted map; the; observed information matrix; Monte Carlo simulation | ||||
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