THE MARSHALL-OLKIN EXTENDED UNIT-GOMPERTZ DISTRIBUTION: ITS PROPERTIES, REGRESSION MODEL AND APPLICATIONS

Abstract

In this paper, a new bounded generalization of the unit-Gompertz distribution called the Marshall-Olkin extended unit-Gompertz distribution (MOEUGD) is introduced. The mathematical prop-erties and an associated quantile regression model of the proposed distribution are derived. The maximum likelihood estimation method is employed for estimating the parameters of the pro-posed distribution, and a Monte Carlo simulation study is carried out to investigate the asymp-totic behaviour of the parameter estimates of the proposed distribution. Finally, the applicability of the proposed distribution is illustrated by means of two real data sets defined on a unit-interval andan application of the regression model to a real data set.