The Epanechnikov-Kumaraswamy Distribution: A Superior Model for Bounded Data with Heavy-Tailed Behavior
Keywords:
Epanechnikov Kumarswamy distribution, Epanechnikov distribution, Moments, Entropy, Order statistics.
Abstract
For [0,1]-bounded data, we present the Epanechnikov-Kumaraswamy Distribution (EKD), a two-parameter model that performs better than more conventional options such as the Beta distribution in situations that call for a sharp probability mass concentration (e.g., reliability engineering). EKD achieves better MLE consistency (MSE → 0 faster in simulations) and lower Rényi entropy (−1.99 vs. −1.59 for Beta, ρ=2) by combining Kumaraswamy's flexibility with Epanechnikov's optimal kernel features. Its usefulness is demonstrated by real-world applications to aircraft failure data.
Published
2025-11-19
How to Cite
Odat, N. (2025). The Epanechnikov-Kumaraswamy Distribution: A Superior Model for Bounded Data with Heavy-Tailed Behavior. Statistics, Optimization & Information Computing. https://doi.org/10.19139/soic-2310-5070-2948
Issue
Section
Research Articles
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