Gumbel–Logistic Unit Distribution with Application in Telecommunications Data Modeling
Vladica S. Stojanović, Mihailo Jovanović, Brankica Pažun, Zlatko Langović
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Source: Crossref
Published: Aug 30, 2024
DOI: 10.20944/preprints202408.2209.v1
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The manuscript deals with a new two-parameter unit stochastic distribution, obtained by transforming the Gumbel distribution, using generalized logistic mapping, into a unit interval. The distribution thus obtained is called the Gumbel–Logistic Unit (abbr. GLU) distribution, and its key stochastic properties have been investigated in detail. Among others, it is shown that the GLU distribution, unlike the Gumbel one which is always positively asymmetric, can take both asymmetric forms. Also, the procedure for estimating parameters based on quantiles, along with the asymptotic properties of the obtained estimators and the study of their numerical simulation, is presented. Finally, the application of the GLU distribution in modeling some real–world data related to telecommunications is considered.
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