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Quartic Rank Transmuted Gumbel Distribution

Article  in  Xi'an Dianzi Keji Daxue Xuebao/Journal of Xidian University · July 2022

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 Quartic Rank Transmuted Gumbel Distribution
DoaaELhertaniy
PhD student at the Department of Mathematics,
university of the Holy Quran and Taseel of Science, Sudan
Email:dalhirtani@gmail.com

July 7, 2022

Abstract- In this paper, a Quartic Rank Transmuted Gumbel distribution (QTGD) to an ex-
tended the work of Quartic transmuted distribution families. QTGD increases the ability of the
transmuted distributions to be flexible and facilitate the modelling of more complex data. We study
the main statistical properties of the Quartic transmuted model, including its hazard rate function,
moment-generating function, characteristic function, quantile function, entropy, and order statis-
tics. Finally, an application of QTGD ,using two real data sets are used to examine the ability to
apply it and to observe the performance of estimation techniques on a Quartic Rank Transmuted
Gumbel(QTGD), Cubic Transmuted Gumbel(CTGD), Transmuted Gumbel(TGD) and Gumbel(GD)
distributions. The observed results showed that QTGD gives better fit than CTGD,TGD, and GD
distributions for the applied data sets.

Keywords- Quartic rank transmuted, Gumbel Distribution , Rényi Entropy , Shannon Entropy

1. INTRODUCTION

The Gumbel distribution is named after Emil Julius Gumbel (1891–1966), based on his original
papers describing the distribution. The Gumbel distribution is a particular case of the generalized
extreme value distribution (also known as the Fisher-Tippett distribution). It is also known as
the log-Weibull distribution and the double exponential distribution [9]. The Gumbel distribution
is perhaps the most widely applied statistical distribution for problems in engineering. It is also
known as the extreme value distribution of type I. Some of its recent application areas in engineering
include flood frequency analysis, network engineering, nuclear engineering, offshore engineering, risk-
based engineering, space engineering, software reliability engineering, structural engineering, and
wind engineering. A recent book by Kotz and Nadarajah [11], which describes this distribution, lists
over fifty applications ranging from accelerated life testing through earthquakes, floods, horse racing,
rainfall, queues in supermarkets, sea currents, wind speeds, and track race records (to mention just
a few).It is one of four EVDs in common use. The other three are the Fréchet Distribution, the
Weibull Distribution, and the Generalized Extreme Value Distribution. The generalized extreme
value (GEV) distribution is a family of continuous probability distributions developed within extreme
value theory to combine the Gumbel, Fréchet, and Weibull families also known as type I, II and III
extreme value distributions. The probability density function (PDF) and the cumulative distribution
function (CDF) for Gumbel distribution are defined as follow,
1 −w
g(X; µ, σ) = we , (1)
σ
where x−µ
w = e−( σ
)
, σ > 0, µ ∈ R.

1
and
G(X; µ, σ) = e−w ; x ∈ R (2)

Some extensions of the Gumbel distribution have previously been proposed. The Beta Gumbel dis-
tribution,(Nadarajah et al. [13]), the Exponentiated Gumbel distribution as a generalization of the
standard Gumbel distribution introduced by Nadarajah [12],and the Exponentiated Gumbel type-2
distribution, studied by Okorie et al. [14], Transmuted Gumbel type-II distributton with applications
in diverse fields of science by Ahmad et al. [1], giving Transmuted exponentiated Gumbel distribution
(TEGD) and its application to water quality data of Deka et al. [7], and transmuted Gumbel distri-
bution (TGD) along with several mathematical properties has studied by Aryal and Tsokos [4] using
quadratic rank transmutation. Quadratic rank transmuted distribution has been proposed by Shaw
and Buckley [18]. A random variable X is said to have a quadratic rank transmuted distribution if
its cumulative distribution function is given by

F (x) = (1 + λ)G(x) − λ[G(x)]2 , |λ| ≤ 1 (3)

Differentiating (3) with respect to x, it gives the probability density function (pdf) of the quadratic
rank transmuted distribution as

f (x) = g(x)[(1 + λ) − 2λG(x)], |λ| ≤ 1 (4)

where G(x) and g(x) are the cdf and pdf respectively of the base distribution. It is very important
observe that at λ = 0 , we have the base original distribution. The quadratic transmuted family of
distributions given in (3) extends any baseline distribution G(x) giving larger applicability. (Rahman
et al. [15]) introduced the cubic transmuted family of distributions. A random variable X is said to
have cubic transmuted distribution with parameter λ1 and λ2 if its cumulative distribution function
(cdf) is given by
F (x) = (1 + λ1 )G(x) + (λ2 − λ1 )[G(x)]2 − λ2 [G(x)]3 (5)
with corresponding pdf

f (x) = g(x)[1 + λ1 + 2(λ2 − λ1 )G(x) − 3λ2 G2 (x)], x ∈ R (6)

where λi ∈ [-1,1], i=1,2 are the transmutation parameters and obey the condition −2 ≤ λ1 + λ2 ≤ 1.
The proofs and the further details can be found in (Granzatto et al. [8]).Recently, (Ali et al. [2])
introduced the Quartic transmuted family of distributions. A random variable X is said to have
Quartic transmuted distribution with parameter λ1 , λ2 and λ3 if its cumulative distribution function
(cdf) is given by

F (x) = 2λ1 G(x) + 3(λ2 − λ1 )[G(x)]2 + 2(λ1 − 2λ2 + λ3 )[G(x)]3 + (1 − λ1 + λ2 − 2λ3 )[G(x)]4 (7)

with corresponding pdf

f (x) = g(x)[2λ1 + 6(λ2 − λ1 )G(x) + 6(λ1 − 2λ2 + λ3 )G2 (x) + 4(1 − λ1 + λ2 − 2λ3 )G3 (x)], x ∈ R (8)

where λi ∈ [0,1], i=1,2.and λ3 ∈ [-1,1] are the transmutation parameters and obey the condition
−2 ≤ λ2 + λ3 ≤ 1. This paper is organized as follows, the Quartic transmuted Gumbel distribution is
defined in Section 2. In Section 3 statistical properties have been discussed, like shapes of the density
and hazard rate functions, quantile function, moments and moment-generating function, Character-
istic Function , and cumulant generating function. Entropy in Section 4, for the Quartic transmuted
Gumbel distribution along with the distribution of order statistics in Section 5. Section 6 provides
parameter estimation of Quartic transmuted Gumbel distribution. An application of the QTGD to
two real data sets for the purpose of illustration is conducted in section 7. Finally, in Section 8, some

2
conclusions are declared.

2. QUARTIC RANK TRANSMUTED GUMBEL Distribution

The quartic rank transmuted Gumbel distribution is defined as follows: The CDF of a quartic
rank transmuted Gumbel distribution is obtained by using (2) in (7)

F (x) = e−w [2λ1 + 3(λ2 − λ1 )e−w + 2(λ1 − 2λ2 + λ3 )e−2w + (1 − λ1 + λ2 − 2λ3 )e−3w ] (9)

where x ∈ R, µ, σ > 0, λi ∈ [0,1], i=1,2 and λ3 ∈ [-1,1] are the transmutation parameters and
obey the condition −2 ≤ λ2 + λ3 ≤ 1.

It is very important note observe that at value λ1 = λ2 = λ3 = 21 ,the quartic rank transmuted
Gumbel distribution reduce to Gumbel distribution according to the transmutation map.
The probability density function (pdf) of a quartic rank transmuted Gumbel distribution is given
by
1 −w
f (x) = we [2λ1 + 6(λ2 − λ1 )e−w + 6(λ1 − 2λ2 + λ3 )e−2w + 4(1 − λ1 + λ2 − 2λ3 )e−3w ] (10)
σ
where x−µ
w = e−( σ
)
, x ∈ R, µ, σ > 0
Figure 1, show the PDF and CDF of the quartic rank transmuted Gumbel distribution for different
values of parameters λ1 , λ2 and λ3 where µ=3 and σ=2.

(a) (b)

Figure 1: The PDF and CDF of CTGD for different value of λ1 , λ2 and λ3 where µ = 3 and σ = 2

3. STATISTICAL PROPERTIES

3.1. Shapes of the density and hazard rate functions

The reliability function of the cdf F(x) of distribution is defined by R(x) = 1 − F (x). For the quartic
rank transmuted Gumbel (QTG) distribution, the reliability function is given as,

R(X) = 1 − e−w [2λ1 + 3(λ2 − λ1 )e−w + 2(λ1 − 2λ2 + λ3 )e−2w + (1 − λ1 + λ2 − 2λ3 )e−3w ] (11)

3
 The hazard rate function can be written as the ratio of the pdf f (x) and the reliability function
R(x) = 1 - F(x). That is,
f (x)
h(x) = ,
R(x)
then we can find the hazard rate function of QTG distribution by (11) and (10):
1
σ
we−w [2λ1 + 6(λ2 − λ1 )e−w + 6(λ1 − 2λ2 + λ3 )e−2w + 4(1 − λ1 + λ2 − 2λ3 )e−3w ]
h(x) = (12)
1 − e−w [2λ1 + 3(λ2 − λ1 )e−w + 2(λ1 − 2λ2 + λ3 )e−2w + (1 − λ1 + λ2 − 2λ3 )e−3w ]
The cumulative hazard function is defined by

H(x) = −lnR(x),

so the cumulative hazard function of the QTG distribution is

H(x) = −ln 1 − e−w [2λ1 + 3(λ2 − λ1 )e−w + 2(λ1 − 2λ2 + λ3 )e−2w + (1 − λ1 + λ2 − 2λ3 )e−3w ] .


(13)
The reverse hazard function is
f (x)
r(x) = (14)
F (X)
Using (14), we can write the reverse hazard function of QTG distribution as
w[2λ1 + 6(λ2 − λ1 )e−w + 6(λ1 − 2λ2 + λ3 )e−2w + 4(1 − λ1 + λ2 − 2λ3 )e−3w ]
r(x) = (15)
σ[2λ1 + 3(λ2 − λ1 )e−w + 2(λ1 − 2λ2 + λ3 )e−2w + (1 − λ1 + λ2 − 2λ3 )e−3w ]
The Odd function of a distribution with cdf F (x) is defined as
F (x)
O(x) =
1 − F (x)
Then the Odd function of the QTG distribution is given as
n −1 o−1
O(x) = e−w [2λ1 + 3(λ2 − λ1 )e−w + 2(λ1 − 2λ2 + λ3 )e−2w + (1 − λ1 + λ2 − 2λ3 )e−3w ] −1
(16)

3.2. Quantile Function

Here we will compute the quantile function of the quartic rank transmuted Gumbel probability dis-
tribution.
Theorem 3.1. Let X be random variable from the quartic rank transmuted Gumbel probability distri-
bution with parameters σ > 0, µ > 0, −1 ≤ λ1 ≤ 1 and λ2 − 1 ≤ λ3 ≤ λ2 . Then the quantile function
of X, is given by
xq = µ − σ log(− log B(q, λ1 , λ2 , λ3 )) (17)
Proof: To compute the quantile function of the quartic rank transmuted Gumbel probability
distribution, we substitute x by xq and F (x) by q in (9) to get the equation
xq −µ xq −µ xq −µ xq −µ
−( σ )) −( σ )) −( σ )) −( σ ))
q = e−e [2λ1 +3(λ2 −λ1 )e−e +2(λ1 −2λ2 +λ3 )e−2e +(1−λ1 +λ2 −2λ3 )e−3e ]
(18)
xq −µ
−( σ ))
Then, we solve the equation (18) for xq . So, let y = e(−e . Thus, (18) becomes

q = 2λ1 y + 3(λ2 − λ1 )y 2 + 2(λ1 − 2λ2 + λ3 )y 3 + (1 − λ1 + λ2 − 2λ3 )y 4

4
 (a) (b)

Figure 2: Reliability and Hazard function of the QTGD for different value of λ1 ,λ2 and λ3 whereµ =
3 and σ =2

and hence,
(1 − λ1 + λ2 − 2λ3 )y 4 + 2(λ1 − 2λ2 + λ3 )y 3 + 3(λ2 − λ1 )y 2 + 2λ1 y − q = 0 (19)
Let a = (1 − λ1 + λ2 − 2λ3 ), b = 2(λ1 − 2λ2 + λ3 ), c =3(λ2 − λ1 ) , d = 2λ1 and e= -q then the
equation (19) becomes
ay 4 + by 3 + cy 2 + dy + e = 0.
Then, equation(20) from [6]
q
b −2ξ + 4(ξ)2 − 4( 6l + β + 2z)
y=− + (20)
4a 2

−m
q
β = 4ξ and, m = − 16a
3b2 1 b3
where ξ = z − 6l , l = c
a
− 8a2
, z = (reiθ ) −3
3
1 , 2 +
d
a
(reiθ ) 3

Now, let the function B(q,λ1 ,λ2 ,λ3 ) be defined by

q
b −2ξ + 4(ξ)2 − 4( 6l + β + 2z)
B(q, λ1 , λ2 , λ3 ) = − +
4a 2
Hence,
xq −µ
−( σ ))
y = e(−e = B(q, λ1 , λ2 , λ3 ) (21)

Take natural Logarithm to both sides to get

xq −µ
−e−( σ
)
= log B(q, λ1 , λ2 , λ3 )
Then, we have the equation
xq = µ − σ log(− log B(q, λ1 , λ2 , λ3 ))
The first quartile, median and third quartile can be obtained by setting q = 0.25, 0.50 and 0.75 in
(17) respectively.

5
3.3. Moments and Moment-generating function
Moments function
Theorem 3.2. Let X ∼ QTGD(µ,σ). Then the rth moment of X is given by
r  
k r ∂k ∂k
X
r r
E(x ) = E(x ) = (−1) σ k µr−k [2λ1 k Γ(α) + 6(λ2 − λ1 ) k (2−α Γ(α))
k=0
k α α

∂k −α ∂k
+6(λ1 − 2λ2 + λ3 )
k
(3 Γ(α)) + 4(1 − λ1 + λ2 − 2λ3 ) k (4−α Γ(α))]|α = 1 (22)
α α
Proof: The rth moment of the positive random variable X with probability density function is
given by Z ∞
E(xr ) = xr f (x)dx (23)
0
Substituting from (10) in to (23),
Z ∞
1
r
E(x ) = xr we−w [2λ1 + 6(λ2 − λ1 )e−w + 6(λ1 − 2λ2 + λ3 )e−2w + 4(1 − λ1 + λ2 − 2λ3 )e−3w ]dx (24)
0 σ
x−µ
−( x−µ ) −e−( σ
)
where w = e σ , Then dw = dx, x = µ − σlnw
σ
With substitution in (24) using Gamma integration;
r  
k r ∂k ∂k
X
r
E(x ) = (−1) σ k µr−k [2λ1 k Γ(α) + 6(λ2 − λ1 ) k (2−α Γ(α))
k=0
k α α

∂k −α ∂k −α
+6(λ1 − 2λ2 + λ3 )
(3 Γ(α)) + 4(1 − λ 1 + λ2 − 2λ 3 ) (4 Γ(α))]|α = 1
αk αk
Moment Generating Function
Theorem 3.3. The moment generating function Mx (t) of a random variable X QTGD (µ,σ) is given
by
∞ r X r  
X t k r ∂k ∂k
Mx (t) = (−1) σ k µr−k [2λ1 k Γ(α) + 6(λ2 − λ1 ) k (2−α Γ(α))
r=0
r! k=0 k α α
∂k −α ∂k
+6(λ1 − 2λ2 + λ3 )
k
(3 Γ(α)) + 4(1 − λ1 + λ2 − 2λ3 ) k (4−α Γ(α))]|α = 1 (25)
α α
Proof:The moment generating function of the positive random variable X with probability density
function is given by Z ∞
tx
Mx (t) = E(e ) = etx f (x)dx
0
Using series expansion of etx ,
n ∞ n
tr tr
X Z X
r
Mx (t) = x f (x)dx = E(xr )
r=0
r! 0 r=0
r!

Then ∞ r X
r  
X t r k r−k ∂k ∂k
Mx (t) = k
(−1) σ µ [2λ1 k Γ(α) + 6(λ2 − λ1 ) k (2−α Γ(α))
r=0
r! k=0 k α α
∂k −α ∂k
+6(λ1 − 2λ2 + λ3 ) k
(3 Γ(α)) + 4(1 − λ1 + λ2 − 2λ3 ) k (4−α Γ(α))]|α = 1
α α

6
3.4. Characteristic Function
The characteristic function theorem of the quartic transmuted Gumbel distribution is stated as follow,

Theorem 3.4. Suppose that the random variable X have the QTGD (µ,σ), then characteristic
function,ϕx (t),is
∞ r
(it)r X
 
k r ∂k ∂k
X
ϕx (t) = (−1) σ k µr−k [2λ1 k Γ(α) + 6(λ2 − λ1 ) k (2−α Γ(α))
r=0
r! k=0 k α α

∂k ∂k
+6(λ1 − 2λ2 + λ3 ) k (3−α Γ(α)) + 4(1 − λ1 + λ2 − 2λ3 ) k (4−α Γ(α))]|α = 1 (26)
α α
√
Where i = −1 and t ∈ ℜ

3.5. Cumulant Generating Function

The cumulant generating function is defined by

Kx (t) = loge Mx (t)

Cumulant generating function of quartic rank transmuted Gumbel distribution is given by

∞ r X r  
X t k r ∂k ∂k
Kx (t) = loge (−1) σ k µr−k [2λ1 k Γ(α) + 6(λ2 − λ1 ) k (2−α Γ(α))
r=0
r! k=0 k α α

∂k −α ∂k
+6(λ1 − 2λ2 + λ3 ) k
(3 Γ(α)) + 4(1 − λ1 + λ2 − 2λ3 ) k (4−α Γ(α))]|α = 1 (27)
α α

4. ENTROPY

4.1. Rényi Entropy

If X is a non-negative continuous random variable with pdf f (x), then the Rényi entropy of order δ
(See Rényi [16]) of X is defined as
Z ∞
1
Hδ (x) = log [f (x)]δ dx, ∀δ > 0, (δ ̸= 1) (28)
1−δ 0

Theorem 4.1. The Rényi entropy of a random variable X ∼ QTGD (µ,σ), with λ1 ̸= 1, λ2 ̸= 0
,λ3 ̸= 0 and λ1 ̸= λ2 ̸= λ3 is given by
∞ X j k
1 X X −1
Hδ (x) = log[ c(j, k, r, δ) δ−1 λδ−j
1 (λ2 − λ1 )
j−k
(1 − λ1 + λ2 − 2λ3 )r
1−δ j=0 k=0 r=0
σ

Γ(δ)
×(λ1 − 2λ2 + λ3 )k−r ]
(δ + k + j + r)δ
Proof: Suppose X has the pdf in (10). Then, one can calculate
1 δ −δw  δ
[f (x)]δ = δ
w e [2λ1 + 6(λ2 − λ1 )e−w + 6(λ1 − 2λ2 + λ3 )e−2w + 4(1 − λ1 + λ2 − 2λ3 )e−3w ]
σ
(29)

7
By the general binomial expansion, we have
δ
[2λ1 + 6(λ2 − λ1 )e−w + 6(λ1 − 2λ2 + λ3 )e−2w + 4(1 − λ1 + λ2 − 2λ3 )e−3w ]


∞  
X δ j
(2λ1 )δ−j 6(λ2 − λ1 )e−w + 6(λ1 − 2λ2 + λ3 )e−2w + 4(1 − λ1 + λ2 − 2λ3 )e−3w

= (30)
j=0
j
by the Binomial Theorem,
j
6(λ2 − λ1 )e−w + 6(λ1 − 2λ2 + λ3 )e−2w + 4(1 − λ1 + λ2 − 2λ3 )e−3w


j  
X j  j−k  k
= 6(λ2 − λ1 )e−w 6(λ1 − 2λ2 + λ3 )e−2w + 4(1 − λ1 + λ2 − 2λ3 )e−3w (31)
k=0
k
by the Binomial Theorem,
k
6(λ1 − 2λ2 + λ3 )e−2w + 4(1 − λ1 + λ2 − 2λ3 )e−3w


k  
X k  k−r  r
= 6(λ1 − 2λ2 + λ3 )e−2w 4(1 − λ1 + λ2 − 2λ3 )e−3w
r=0
r
k  
X k k−r
= 6 (λ1 − 2λ2 + λ3 )k−r e−2(k−r)w 4r (1 − λ1 + λ2 − 2λ3 )r e−3rw
r=0
r
k  
X k k−r r
= 6 4 (1 − λ1 + λ2 − 2λ3 )r (λ1 − 2λ2 + λ3 )k−r e−(2k+r)w (32)
r=0
r
Substitute from(32) in (31), to get
j
6(λ2 − λ1 )e−w + 6(λ1 − 2λ2 + λ3 )e−2w + 4(1 − λ1 + λ2 − 2λ3 )e−3w


j  
" k   #
X j  j−k
X k
6(λ2 − λ1 )e−w 6k−r 4r (1 − λ1 + λ2 − 2λ3 )r (λ1 − 2λ2 + λ3 )k−r e−(2k+r)w

=
k=0
k r=0
r
j k   
X X j k j−r r
= 6 (4) (λ2 − λ1 )j−k (1 − λ1 + λ2 − 2λ3 )r (λ1 − 2λ2 + λ3 )k−r e−(k+j+r)w (33)
k=0 r=0
k r
Now, substitute from(33) in (30), to get
δ
[2λ1 + 6(λ2 − λ1 )e−w + 6(λ1 − 2λ2 + λ3 )e−2w + 4(1 − λ1 + λ2 − 2λ3 )e−3w ]


∞   j k   
X δ δ−j
X X j k j−r r
= (2λ1 ) [ 6 (4) (λ2 − λ1 )j−k (1 − λ1 + λ2 − 2λ3 )r
j=0
j k=0 r=0
k r

×(λ1 − 2λ2 + λ3 )k−r e−(k+j+r)w ]

∞ X j k    
X X δ j k δ−j j−r r δ−j
= 2 6 (4) λ1 (λ2 −λ1 )j−k (1−λ1 +λ2 −2λ3 )r (λ1 −2λ2 +λ3 )k−r e−(k+j+r)w
j=0 k=0 r=0
j k r
(34)
Now, substitute from(34) in (29), to get
∞ j k    
δ 1 δ −δw X X X δ j k δ−j j−r r δ−j
[f (x)] = δ w e 2 6 (4) λ1 (λ2 − λ1 )j−k
σ j=0 k=0 r=0
j k r

8
 ×(1 − λ1 + λ2 − 2λ3 )r (λ1 − 2λ2 + λ3 )k−r e−(k+j+r)w

δ

j
k

Let c( j, k, r ,δ)= j k r
2δ−j 6j−r (4)r , then
∞ j k
1 XXX
δ
[f (x)] = δ c(j, k, r, δ)λδ−j
1 (λ2 − λ1 )
j−k
(1 − λ1 + λ2 − 2λ3 )r
σ j=0 k=0 r=0
(x−µ)
×(λ1 − 2λ2 + λ3 )k−r e−(δ+k+j+r)w+(−δ σ
)
(35)
To find Hδ (x), we substitute from (35) in (28)
∞ X j k
1 1 X X
Hδ (x) = log δ c(j, k, r, δ)λδ−j
1 (λ2 − λ1 )
j−k
(1 − λ1 + λ2 − 2λ3 )r (λ1 − 2λ2 + λ3 )k−r
1−δ σ j=0 k=0 r=0
Z ∞
(x−µ)
e−(δ+k+j+r)w+(−δ σ ) dx .

× (36)
0
We can evaluate the integration
Z ∞ Z ∞
(x−µ) (x−µ)
−(δ+k+j+r)w+(−δ σ )
e dx = (e(− σ
)
)δ × e−(δ+k+j+r)w dx (37)
0 0
x−µ
x−µ
−e−( σ )
where w = e−( σ
)
, and δ ≥ 1, then dw = σ
dx and 0 < w < ∞

With substitution with this transformation in (37) using Gamma integration,

Z ∞
Γ(δ)
−σ wδ−1 e−(δ+k+j+r)w dw = −σ (38)
0 (δ + k + j + r)δ
After solving the integral, we get the Rényi entropy of the QTGD (µ,σ) by substitute from (38) in
(36)
∞ X j k
1 X X −1
Hδ (x) = log c(j, k, r, δ) δ−1 λδ−j
1 (λ2 − λ1 )
j−k
(1 − λ1 + λ2 − 2λ3 )r
1−δ j=0 k=0 r=0
σ
Γ(δ)
×(λ1 − 2λ2 + λ3 )k−r

(δ + k + j + r)δ

4.2. q-Entropy
The q-entropy was introduced by (Havrda and Charvat [10]). It is the one parameter generalization
of the Shannon entropy.( Ullah [20]) defined the q-entropy as
 Z ∞ 
1 q
IH (q) = 1− f (x) dx , where q > 0, and q ̸= 1 (39)
1−q 0

Theorem 4.2. The q-entropy of a random variable X ∼ QTGD (µ,σ), with λ1 ̸= 1, λ2 ̸= 0,λ3 ̸= 0
and λ1 ̸= λ2 ̸= λ3 . is given by
∞ j k
1  XXX −1
IH (q) = 1− c(j, k, r, q) q−1 λq−j
1 (λ2 − λ1 )
j−k
(1 − λ1 + λ2 − 2λ3 )r
1−q j=0 k=0 r=0
σ

Γ(q)
×(λ1 − 2λ2 + λ3 )k−r

(q + k + j + r)q
Proof. To find IH (q), we substitute (35) in (40).

9
4.3. Shannon Entropy
The (Shannons entropy [17]) of a non-negative continuous random variable X with pdf f (x) is defined
as Z ∞
H(f ) = E[− log f (x)] = − f (x) log(f (x))dx (40)
0

Below, we are going to use the Expansion of the Logarithm function (Taylor series at 1),
∞
X (x − 1)m
log(x) = (−1)m−1 , |x| < 1 (41)
m=0
m

The Shannon entropy of a random variable X ∼ QTGD (µ,σ), with λ1 ̸= 1, λ2 ̸= 0,λ3 ̸= 0 and
λ1 ̸= λ2 ̸= λ3 . is given by
∞ X
m X j
n+1 X k  
X X m 1 1
H(f ) = (−1)n
c(j, k, r, n + 1) n+1 λn+1−j
1 (λ2 − λ1 )j−k (42)
m=1 n=0 j=0 k=0 r=0
n m σ
Γ(n + 1)
× (1 − λ1 + λ2 − 2λ3 )r (λ1 − 2λ2 + λ3 )k−r (43)
(n + 1 + j + k + r)n+1

Proof: By the Expansion of the Logarithm function (41)

∞
X (f (x) − 1)m
log(f (x)) = (−1)m−1 ,
m=1
m

and by Binomial Theorem,

∞
( m   )
X 1 X m
= (−1)m−1 (−1)m−n f n (x)
m=1
m n=0
n

∞ X
m  
X
n+1 m 1 n
log(f (x)) = (−1) f (x) (44)
m=1 n=0
n m
To compute the Shannon’s entropy of X, substitute from (44) in (40)
Z ∞ Z ∞ ∞ X m  
n+1 m 1 n
X
H(f ) = − f (x) log(f (x))dx = − f (x) (−1) f (x)dx
0 0 m=1 n=0
n m
Z ∞X ∞ X m  
m 1 n+1
H(f ) = (−1)n f (x)dx (45)
0 m=1 n=0
n m
substituting from (35) in (45), to get

Z ∞ X
∞X m   Xn+1 Xj k
m 1 X 1
H(f ) = (−1) n
c(j, k, r, n + 1) n+1 λn+1−j
1 (λ2 − λ1 )j−k
0 m=1 n=0
n m j=0 k=0 r=0
σ

(x−µ)
× (1 − λ1 + λ2 − 2λ3 )r (λ1 − 2λ2 + λ3 )k−r e−(n+1+k+j+r)w+(−(n+1) σ
)
dx

10
 ∞ X
m X j
n+1 X k  
X X m 1 1
H(f ) = (−1) n
c(j, k, r, n + 1) n+1 λn+1−j
1 (λ2 − λ1 )j−k
m=1 n=0 j=0 k=0 r=0
n m σ

Z ∞
(x−µ)
r
× (1 − λ1 + λ2 − 2λ3 ) (λ1 − 2λ2 + λ3 ) k−r
e−(n+1+k+j+r)w+(−(n+1) σ
)
dx
0

Now, we use (38) to fined the value of the integration, so

∞ X
m X j
n+1 X k  
X X m 1 1
H(f ) = (−1) n
c(j, k, r, n + 1) n+1 λn+1−j
1 (λ2 − λ1 )j−k
m=1 n=0 j=0 k=0 r=0
n m σ

Γ(n + 1)
× (1 − λ1 + λ2 − 2λ3 )r (λ1 − 2λ2 + λ3 )k−r
(n + 1 + j + k + r)n+1

5. ORDER STATISTICS

Let X1 , X2 , ..., Xn be a random sample of size k from the QTG distribution with parameters µ > 0,
σ > 0, 0 ≤ λ1 ≤ 1 , λ1 − 1 ≤ λ2 ≤ λ1 and λ2 − 1 ≤ λ3 ≤ λ2 From [5], the pdf of the k th order
statistics is obtain by  
n
fX(k) (x) = k f (x)[F (x)]k−1 [1 − F (x)]n−k (46)
k
Let Xk be the k th order statistic from X ∼ QTGD (µ,σ) with λ1 ̸= 0,λ2 ̸= 0 and λ3 ̸= 0. Then, the
pdf of the k th order statistic is given by

 
n
fX(k) (x) = k f (x)[F (x)]k−1 [1 − F (x)]n−k , by Binomial Theorem,
k
  " n−k   #
n X n − k
=k f (x)[F (x)]k−1 (−1)j [F (x)]j
k j=0
j
n−k   
X
j n n−k
= (−1) k f (x)[F (x)]k+j−1
j=0
k j
n−k   
X n n − k 1 −w
fX(k) (x) = j
(−1) k we [2λ1 + 6(λ2 − λ1 )e−w
j=0
k j σ

+ 6(λ1 − 2λ2 + λ3 )e−2w + 4(1 − λ1 + λ2 − 2λ3 )e−3w ]

k+j−1
× e−w [2λ1 + 3(λ2 − λ1 )e−w + 2(λ1 − 2λ2 + λ3 )e−2w + (1 − λ1 + λ2 − 2λ3 )e−3w ]


Then, the pdf of first order statistic X(1) of QTG distribution is given as

1
fX(1) (x) = n we−w [2λ1 + 6(λ2 − λ1 )e−w + 6(λ1 − 2λ2 + λ3 )e−2w + 4(1 − λ1 + λ2 − 2λ3 )e−3w ]
σ
n−1
× 1 − e−w [2λ1 + 3(λ2 − λ1 )e−w + 2(λ1 − 2λ2 + λ3 )e−2w + (1 − λ1 + λ2 − 2λ3 )e−3w ]
 

11
Therefore, the of the largest order statistic X(n) of QTG distribution is given by

1
fX(n) (x) = n we−w [2λ1 + 6(λ2 − λ1 )e−w + 6(λ1 − 2λ2 + λ3 )e−2w + 4(1 − λ1 + λ2 − 2λ3 )e−3w
σ
n−1
× e−w [2λ1 + 3(λ2 − λ1 )e−w + 2(λ1 − 2λ2 + λ3 )e−2w + (1 − λ1 + λ2 − 2λ3 )e−3w


6. MAXIMUM LIKELIHOOD ESTIMATION (MLE)

Assume X1 , X2 , ..., Xn be a random sample of size n from QTGD(µ,σ) then the likelihood function
can be written as
n n 
Y Y 1
l(µ, σ, λ1 , λ2 , λ3 ) = f (xi ) = wi e−wi [2λ1 + 6(λ2 − λ1 )e−wi
i=1 i=1
σ

−2wi −3wi
+6(λ1 − 2λ2 + λ3 )e + 4(1 − λ1 + λ2 − 2λ3 )e ]
xi −µ
where wi = e−( σ
)
, i = 1, 2, ..., n.
Then
n n 
1 X −wi
Y
l(µ, σ, λ1 , λ2 , λ3 ) = n wi e [2λ1 + 6(λ2 − λ1 )e−wi (47)
σ i=1 i=1

−2wi −3wi
+ 6(λ1 − 2λ2 + λ3 )e + 4(1 − λ1 + λ2 − 2λ3 )e ]

Then, the Log likelihood function of a vector of parameters given as,

n n 
Y X xi − µ
log l(µ, σ, λ1 , λ2 , λ3 ) = log f (xi ) = −n log σ + − − wi
i=1 i=1
σ


−wi −2wi −3wi
+ log[2λ1 + 6(λ2 − λ1 )e + 6(λ1 − 2λ2 + λ3 )e + 4(1 − λ1 + λ2 − 2λ3 )e ]

Differentiate w.r.t parameters µ , σ , λ1 , λ2 and λ3 we have

n
∂ log l n 1X
= − wi (48)
∂µ σ σ i=1
n
1 X 3(λ2 − λ1 )wi ewi − 6(λ1 − 2λ2 + λ3 )wi e−2wi − 6(1 − λ1 + λ2 − 2λ3 )e−3wi
+
σ i=1 λ1 + 3(λ2 − λ1 )e−wi + 3(λ1 − 2λ2 + λ3 )e−2wi + 2(1 − λ1 + λ2 − 2λ3 )e−3wi

n
∂ log l −n X xi − µ xi − µ
= + 2
− wi (49)
∂σ σ i=1
σ σ2
n
X (xi − µ)[3(λ2 − λ1 )wi ewi − 6(λ1 − 2λ2 + λ3 )wi e−2wi − 6(1 − λ1 + λ2 − 2λ3 )e−3wi ]
+
i=1
σ 2 (λ1 + 3(λ2 − λ1 )e−wi + 3(λ1 − 2λ2 + λ3 )e−2wi + 2(1 − λ1 + λ2 − 2λ3 )e−3wi )

n
∂ log l X 1 − 3e−wi + 3e−2wi − 2e−3wi
= (50)
∂λ1 λ + 3(λ2 − λ1 )e−wi + 3(λ1 − 2λ2 + λ3 )e−2wi + 2(1 − λ1 + λ2 − 2λ3 )e−3wi
i=1 1

12
 n
∂ log l X 3e−wi − 6e−2wi + 2e−3wi
= (51)
∂λ2 λ + 3(λ2 − λ1 )e−wi + 3(λ1 − 2λ2 + λ3 )e−2wi + 2(1 − λ1 + λ2 − 2λ3 )e−3wi
i=1 1
n
∂ log l X 3e−2wi − 4e−3wi
= (52)
∂λ3 λ + 3(λ2 − λ1 )e−wi + 3(λ1 − 2λ2 + λ3 )e−2wi + 2(1 − λ1 + λ2 − 2λ3 )e−3wi
i=1 1

We can obtain the estimates of the unknown parameters by the maximum likelihood method by
setting these above nonlinear equations(48),(49),(50),(51)and(52) to zero and solving them simulta-
neously. Therefore, statistical software can be employed in obtaining the numerical solution to the
nonlinear equations,We can compute the maximum likelihood estimators (MLEs) of parameters (µ
, σ , λ1 , λ2 ,and λ3 ) using quasi-Newton procedure,or computer packages softwares such as R, SAS,
MATLAB, MAPLE and MATHEMATICA.

7. APPLICATIONS

In this section, the Quartic Rank Transmuted Gumble Distribution (QTGD) is applied on two
data sets as follows:
Data Set 1: The values of data about strengths of 1.5 cm glass fibers [19, 3]. The data set is:
0.55, 0.74, 0.77, 0.81, 0.84, 0.93, 1.04, 1.11, 1.13, 1.24, 1.25, 1.27, 1.28, 1.29, 1.30, 1.36, 1.39, 1.42,
1.48, 1.48, 1.49, 1.49, 1.50, 1.50, 1.51, 1.52, 1.53, 1.54, 1.55, 1.55, 1.58, 1.59, 1.60, 1.61, 1.61, 1.61,
1.61, 1.62, 1.62, 1.63, 1.64, 1.66, 1.66, 1.66, 1.67, 1.68, 1.68, 1.69, 1.70, 1.70, 1.73, 1.76, 1.76, 1.77,
1.78, 1.81, 1.82, 1.84, 1.84, 1.89, 2.00, 2.01, 2.24.
Data Set 2: The data represents a wind velocity (WVD) involving 264 observations of the max-
imum of monthly wind speed (mph) in Falconara Marittima, Ancona, Italy for the months Jan-
uary 2000 to December, 2021. Data is available for download from Weather underground(https:
//www.wunderground.com/) website.The data set is: 24, 21, 28, 20, 20, 20, 24, 20, 39, 25, 26, 22, 33,
25, 28, 22, 20, 26, 21, 26, 22, 13, 21, 28, 25, 23, 30, 20, 18, 25, 17, 28, 16, 25, 26, 24, 21, 25, 23, 28,
15, 16, 20, 22, 22, 35, 21, 28, 2, 26, 18, 22, 26, 18, 36, 31, 40, 28, 31, 26, 32, 26, 29, 26, 23, 29, 26, 25,
29, 17, 24, 28, 35, 31, 38, 18, 26, 23, 18, 31, 21, 18, 28, 15, 23, 33, 28, 25, 22, 22, 26, 22, 75, 106, 22,
48, 99, 26, 105, 62, 22, 75, 78, 23, 86, 30, 25, 86, 21, 30, 29, 23, 100, 23, 29, 39, 21, 33, 38, 25, 22, 29,
25, 29, 23, 24, 22, 101, 22, 20, 20, 52, 21, 32, 23, 36, 24, 21, 21, 61, 23, 26, 16, 33, 25, 26, 21, 28, 23,
20, 21, 25, 24, 33, 18, 29, 20, 26, 33, 20, 24, 16, 21, 23, 76, 20, 38, 17, 29, 23, 25, 20, 23, 21, 23, 22,
36, 28, 16, 35, 64, 32, 35, 56, 72, 40, 24, 18, 26, 40, 24, 16, 29, 35, 29, 21, 20, 28, 25, 26, 22, 18, 29,
25, 36, 24, 29, 29, 28, 22, 26, 28, 29, 29, 26, 58, 29, 23, 92, 40, 18, 20, 23, 20, 28, 23, 26, 25, 25, 31,
31, 20, 25, 18, 33, 21, 25, 31, 26, 26, 21, 36, 24, 18, 32, 18, 21, 22, 24, 24, 22, 21, 32, 22, 26, 28, 25,
22, 23, 25, 16, 26, 24, 29
Summary statistics of the two data sets is demonstrated in Table 1. For the sake of comparison and
using these data sets, four alternative distributions:(QTGD) model, the Gumbel distribution (GD) ,
transmuted Gumbel distribution (TGD) , Cubic Transmuted Gumbel (CTGD) have been compared.
The estimated values of the model parameters along with corresponding standard errors are presented
in Tables 2 and 4 for selected models using the MLE method.
In Tables 3 and 5, the goodness of fit of the Quartic Rank Transmuted Gumble Distribution
(QTGD)model,Cubic Transmuted Gumbel Distribution (CTGD), Transmuted Gumbel Distribution
(TGD) and the Gumbel distribution (GD) has been introduced using different comparison measures we
consider some criteria like (-2L(θ) ): where is L(θ) the maximum value of log-likelihood function, AIC
(Akaike Information Criterion), AICc (Corrected Akaike Information Criterion) and BIC (Bayesian
Information Criterion),HQIC (Hanan-Quinn information criterion) and CAIC (Consistent Akaike
information criterion), for the data set. In general the better fit of the distribution corresponds
to the smaller value of the statistics (-2L(θ)) , AIC, CAIC, BIC, HQIC and AICc.
Plots of the empirical and theoretical cdfs and pdfs for fitted distributions are given in Figure 5,
and Figure 6, respectively. These Figures shows that: the curve of the pdf and cdf QTGD is closer

13
to the curve of the sample of data than the curve of the pdf and cdf of CTGD,TGD and GD . So,
the QTGD is a better model than one based on the CTGD,TGD and GD.

Table 1: Descriptive Statistics of Data Set 1, 2

Data mean Median Skewness kurtosis

Set1 1.59 1.506825 0.89993 3.92376
set2 29.01 25 3.0962617 13.3250012

Table 2: MLE’s of the parameters and respective SE’s for various distributions for Data Set 1

Distribution Parameter Estimate SE

QTGD µ 1.02455 0.00359295
σ 0.258847 0.000343268
λ1 0.241234 0.0425602
λ2 0.208044 0.287866
λ3 -0.885227 0.574946
CTGD µ 1.11008 0.00244777
σ 0.282105 0.000685827
λ1 -0.305918 0.103321
λ2 -1.69408 0.75491
TGD µ 1.5819 -0.00316457
σ 0.488214 0.000263098
λ 0.999999 -0.177738
GD µ 1.33313 0.00255327
σ 0.376428 0.00104844

Table 3: Goodness-of fit statistics using the selection criteria values for Data Set 1

ModeI -2L(θ) AIC BIC HQIC AICc CAIC

QTGD 34.935 44.935 55.651 42.042 45.988 60.651
CTGD 41.6642 49.6642 58.237 47.350 50.354 62.237
TGD 50.701 56.701 63.130 54.965 57.108 66.130
GD 61.0358 65.058 69.322 63.879 65.258 71.322

14
 (a) (b)
Fig.5 (a):Fitted pdf for Data Set 1 (b) Empirical cdf and theoretical cdf for Data Set 1.

Table 4: MLE’s of the parameters and respective SE’s for various distributions for Data Set 2

Distribution Parameter Estimate SE

QTGD µ 28.573 -0.198022
σ 10.1077 0.412069
λ1 1 -0.0374996
λ2 1 0.0048907
λ3 -0.38496 0.060622
CTGD µ 27.5443 -0.522687
σ 9.2936 0.140624
λ1 1 -0.0929894
λ2 -0.444086 -0.0911491
TGD µ 26.6412 0.374464
σ 9.15995 0.235455
λ 0.677728 0.00668499
GD µ 23.7077 0.260879
σ 8.02217 0.148993

Table 5: Goodness-of fit statistics using the selection criteria values for Data Set 3

ModeI -2L(θ) AIC BIC HQIC AICc CAIC

QTGD 1898.234 1908.234 1926.114 1906.826 1908.467 1931.114
CTGD 1939.172 1947.172 1961.476 1946.046 1974.326 1965.476
TGD 1951.112 1957.112 1967.839 1956.267 1957.204 1970.839
GD 1976.482 1980.482 1978.634 1979.919 1980.528 1989.634

8. CONCLUSION

In this paper, the Quartic Rank Transmuted Gumbel Distribution has been introduced. This
distribution is high elastic to treat the complex data.The graphical representations of pdf, cdf, relia-

15
 (a) (b)
Fig.6 (a):Fitted pdf for Data Set 2 (b) Empirical cdf and theoretical cdf for Data Set 2.

bility function, hazard function are given for various value of the parameters.We have discussed some
statistical properties of the Quartic Rank Transmuted Gumbel Distribution (QTGD) are discussed
including moments, moment generating function, characteristic function, quantile function, reliability
function, hazard function ,Rényi Entropy, q-Entropy , Shannon entropy and order statistics. The
model parameters are estimated by the maximum likelihood method. The Quartic Rank Transmuted
Gumbel Distribution has been applied on two real applications and the obtained results showed that
the Quartic Rank Transmuted Gumbel distribution offers better appropriate than Gumbel , trans-
muted Gumbel and cubic transmuted Gumbel distributions for the applied data sets.

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