In recent years, generalized distributions have been widely studied in statistics as they possess flexibility in applications. This is justified because the traditional distributions often do not provide good fit in relation to the real data set studied. This paper develops a Power Gumbel distribution using the quadratic rank transmutation map (QRTM). The new generalization is called the transmuted Power-Gumbel distribution. Various mathematical properties of this distribution including moments, moment generating function, quantile function, mean deviation and order statistics were also studied. These features support the legitimacy and robustness of the proposed distribution. The maximum likelihood method is used for estimating the model parameters, and the finite sample performance of the estimators are assessed by simulation studies indicating that their precision improves with larger sample sizes. The asymptotic confidence intervals for the parameters are also obtained based on asymptotic variance-covariance matrix. Finally, the usefulness of the proposed model is illustrated in an application to two real data sets and conclude that the four-parameter transmuted Power Gumbel distribution provides better fit than the other five models.
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