Parameters Estimation of a Class of Generalized Beta Distribution

Based on the Generalized Beta-Generated distribution, we study the so-called Generalized Beta-generalized Pareto distribution, for the first time the GB-GP distribution is introduced and studied, it's including some special sub-model like Kum-GP distribution, B-GP distribution, generalized Pareto distribution and its exponentiated. Some structural properties of the proposed distribution are studied including explicit expressions for the moments, the estimation of the model parameters is discussed, estimate parameters by the method of maximum likelihood and provide the observed information matrix. The flexibility of the new model is illustrated with an application to a real data set.