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In this paper, the Kumaraswamy-geometric distribution, which is a member of the T-geometric family of discrete distributions is defined and studied. Some properties of the distribution such as moments, probability generating function, hazard and quantile functions are studied. The method of maximum likelihood estimation is proposed for estimating the model parameters. Two real data sets are used to illustrate the applications of the Kumaraswamy-geometric distribution.

In this work, a new five-parameter Kumaraswamy transmuted Pareto (KwTP) distribution is introduced and studied. We discuss various mathematical and statistical properties of the distribution including obtaining expressions for the moments, quantiles, mean deviations, skewness, kurtosis, reliability and order statistics. The estimation of the model parameters is performed by the method of maximum likelihood. We compare the distribution with few other distributions to show its versatility in modeling data with heavy tail.

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