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Diyala Journal for Pure Science

Scientific Refereed Journal Published By College of Science - University of Diyala


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Diyala Journal For Pure Sciences DJPS

ISRA Impact Factor:3.715

P- ISSN:2222-8373, E-ISSN:2518-9255

Volume 14, Issue 2 , April . 2018



Estimating parameters Gumbel Pareto Distribution


Mahdi Wahhab Namah Nasrallah


Year: 2018, Volume: 14, Issue: 2


Pages: 53-60 , DOI: http://dx.doi.org/10.24237/djps.1402.372A


Language: English


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The proposed method for generating a new distribution, depends on the Cumulative Distribution Function (CDF) of two distributions, namely, Gumbel distribution and pareto  distribution.We obtain a new compound, which is called (Gumble – Pareto distribution GPD). In this research we work on deriving the formula for the new distribution, and all other additional properties as well as introducing different methods to estimate the four parameters (  ) By different Method like Maximum likelihood, and method of Moments estimator and also, we derive Percentiles estimator and least squares and also weighted least square. Then the Comparison is done through simulation.

Keywords: Gumbel distribution, Pareto distribution, MLE, Moments, LS, WLS, PE.

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