Transmuted Gumbel univariate exponential distribution

Year 2020, Volume: 69 Issue: 1, 137 - 157, 30.06.2020

Monireh Hameldarbandi , Mehmet Yılmaz

https://doi.org/10.31801/cfsuasmas.567496

Cited By: 1

Abstract

A functional composition of the distribution function of one probability distribution with the inverse distribution function of another is called the transmutation map. The present paper is purported to show how the transmuted distribution can be obtained by using the convex combination of failure probability of two-component systems. The transmuted Gumbel univariate exponential distribution is presented by changing convex combination parameter. This new distribution is dened and studied. Some mathematical properties of this distribution including the generating function and ordinary moments are derived. The survival, hazard rate and mean residual life functions are discussed. Finally, three applications to real data are presented.

Keywords

Gumbel exponential distribution, convex combination, transmutation method, hazard rate function, Exponential Distribution

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