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Kumaraswamy Distribution and Random Extrema

Author

Listed:
  • Tomasz J. Kozubowski

    (Department of Mathematics & Statistics, University of Nevada, Reno, NV, USA)

  • Krzysztof Podgórski

    (Department of Statistics, Lund University, Lund, Sweden)

Abstract

Objective : We provide a new stochastic representation for a Kumaraswamy random variable with arbitrary non-negative parameters. The representation is in terms of maxima and minima of independent distributed standard uniform components and extends a similar representation for integer-valued parameters. Result : The result is further extended for generalized classes of distributions obtained from a “base” distribution function Fviz.G(x) = H(F(x)), where H is the CDF of Kumaraswamy distribution.

Suggested Citation

  • Tomasz J. Kozubowski & Krzysztof Podgórski, 2018. "Kumaraswamy Distribution and Random Extrema," The Open Statistics and Probability Journal, Bentham Open, vol. 9(1), pages 18-25, July.
    • Handle: RePEc:ben:tostpj:v:9:y:2018:i:1:p:18-25
    DOI: 10.2174/1876527001809010017
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    References listed on IDEAS

    as
    1. Jorge Navarro & M. Carmen Gomis, 2016. "Comparisons in the mean residual life order of coherent systems with identically distributed components," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 32(1), pages 33-47, January.
    2. Jorge Navarro, 2016. "Stochastic comparisons of generalized mixtures and coherent systems," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 25(1), pages 150-169, March.
    3. Kozubowski, Tomasz J. & Podgórski, Krzysztof, 2016. "Transmuted distributions and random extrema," Statistics & Probability Letters, Elsevier, vol. 116(C), pages 6-8.
    4. Mameli, Valentina, 2015. "The Kumaraswamy skew-normal distribution," Statistics & Probability Letters, Elsevier, vol. 104(C), pages 75-81.
    5. Francisco J. Samaniego, 2007. "System Signatures and their Applications in Engineering Reliability," International Series in Operations Research and Management Science, Springer, number 978-0-387-71797-5, April.
    Full references (including those not matched with items on IDEAS)

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