Statistics from Kumaraswamy Distribution

Abstract

Thc Kumaraswamy distribution is similar to thc Bcta distribution but has thc key advantage of a closed-form cumulative distribution function. In this paper we present the estimation of Kumaraswamy distribution parameters based on Generalized Order Slatistics (GOS) using Maximum Likelihood Estimators (MLE). We proved that the parameters estimation for Kumaraswamy distribution can not be obtained in explicit forms, and thcrcforc it has bccn implcmcntcd using thc simulatcd data for illustrativc purposes. We compare the performances of parameters estimation through an extensive numerical simulation for different sample sizes. These simulations examine the sensitivity of estimation to different sample sizes. In particular, how do estimations perform for small, moderate and large sample sizes? The main findings are: First, the worst performance estimation for small sample size selection for different values of the …