The Comparison Between Gumbel and Exponentiated Gumbel Distributions and Their Applications in Hydrological Process

Abstract

Soleiman khazaei, Anita Abdollahi Nanvapisheh

The Exponentiated Gumbel (EG) distribution has been proposed to capture some aspects of the data that the Gumbel distribution fails to specify. it has an increasing hazard rate. The Exponentiated Gumbel distribution has applications in hydrology, meteorology, climatology, insurance, finance and geology, among many others. In this paper Firstly, the mathematical and statistical characteristics of the gumbel and Exponentiated Gumbel distribution are presented, then the applications of this distributions are studied using the real data set. Its first moment about origin and moments about mean have been obtained and expressions for skewness, kurtosis have been given. Estimation of its parameter has been discussed using the method of maximum likelihood. In the end, two applications of the gumbel and exponentiated gumbel distribution have been discussed with two real lifetime data sets. The results also confirmed the suitability of the Exponentiated Gumbel distribution for real data collection.

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