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Abstract
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In this paper we introduce a flexible extension of the Gumbel distribution called the odd log-logistic exponentiated Gumbel distribution.
The new model was implemented in GAMLSS package of R software
and a brief tutorial on how to use this package is presented throughout
the paper. We provide a comprehensive treatment of its general mathematical properties. Further, we propose a new extended regression
model considering four regression structures. We discuss estimation
methods based on censored and uncensored data. Two simulation
studies are presented and four real data sets are applied to illustrating
the usefulness of the new model.
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