The Extended Kumaraswamy Model: Properties, Risk Indicators, Risk Analysis, Regression Model, and Applications

Morad Alizadeh, Gauss M. Cordeiro (), Gabriela M. Rodrigues, Edwin M. M. Ortega and Haitham M. Yousof
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Morad Alizadeh: Department of Statistics, Persian Gulf University, Bushehr 75169-13711, Iran
Gauss M. Cordeiro: Department of Statistics, Federal University of Pernambuco, Recife 50670-901, Brazil
Gabriela M. Rodrigues: Department of Exact Sciences, University of São Paulo, Piracicaba 13418-900, Brazil
Edwin M. M. Ortega: Department of Exact Sciences, University of São Paulo, Piracicaba 13418-900, Brazil
Haitham M. Yousof: Department of Statistics, Mathematics and Insurance, Benha University, Benha 13518, Egypt

Stats, 2025, vol. 8, issue 3, 1-23

Abstract: We propose a new unit distribution, study its properties, and provide an important application in the field of geology through a set of risk indicators. We test its practicality through two applications to real data, make comparisons with the well-known beta and Kumaraswamy distributions, and estimate the parameters of the new distribution in different ways. We provide a new regression model and apply it in statistical prediction operations for residence times data.

Keywords: estimation; Kumaraswamy distribution; regression; risk analysis (search for similar items in EconPapers)
JEL-codes: C1 C10 C11 C14 C15 C16 (search for similar items in EconPapers)
Date: 2025
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