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The McDonald Gumbel model

Author

Listed:
  • Edleide de Brito
  • Giovana Oliveira Silva
  • Gauss M. Cordeiro
  • Clarice Garcia B. Demétrio

Abstract

We propose a new model called the McDonald Gumbel distribution, the major advantage of which is its ability to fit asymmetric real data that can not be properly adjusted by existing distributions. This model contains as special models the Gumbel, exponentiated Gumbel (Persson and Rydén, 2010), beta Gumbel (Nadarajah and Kotz, 2004), Kumaraswamy Gumbel distributions, among others. We obtain the ordinary moments, quantile and generating functions and mean deviations. The method of maximum likelihood is used to fit the proposed distribution. The applicability of the new model is illustrated by means of two real data sets.

Suggested Citation

  • Edleide de Brito & Giovana Oliveira Silva & Gauss M. Cordeiro & Clarice Garcia B. Demétrio, 2016. "The McDonald Gumbel model," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 45(11), pages 3367-3382, June.
    • Handle: RePEc:taf:lstaxx:v:45:y:2016:i:11:p:3367-3382
    DOI: 10.1080/03610926.2014.904351
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