A New Class of Kumaraswamy Mixture Distribution for Income Modeling

UNCW Author/Contributor (non-UNCW co-authors, if there are any, appear on document)
Indranil Ghosh (Creator)
Institution
The University of North Carolina Wilmington (UNCW )
Web Site: http://library.uncw.edu/

Abstract: Pareto distribution and their close relatives and generalizations provide very flexible families of heavy-tailed distributions which may be used to model income distributions as well as a wide variety of other social and economic distributions. Based on Kumaraswamy distribution, we describe a new distribution Kumaraswamy-Pareto (IV) distribution (hereafter called as KW-P(IV) distribution). It includes as special sub-models the Pareto and exponentiated Pareto distributions. Some structural properties of the proposed distribution are studied including explicit expressions for the moments and mean deviations. We provide the density function of the order statistics, moments and also the asymptotic distribution of the smallest order statistic. The method of maximum likelihood and quantile method of estimation are used for estimating the model parameters. A real data set is used to compare the new model with widely known distributions.

Additional Information

Publication
http://dx.doi.org/10.17654/FJTSNov2015_129_151
Language: English
Date: 2015
Keywords
hazard function, reliability parameter, Shannon’s entropy, order statistics

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