Abstract

In this article, we introduce a distribution that is an extension of the Power Maxwell (PM) distribution, which is based on the quotient of two independent random variables. These are the PM and a gamma distribution, respectively. In this way, the result is a model with greater kurtosis than the PM distribution. We study its probability density function and some properties, such as moments, asymmetry and kurtosis coefficient. An EM algorithm is proposed to estimate the parameters via the maximum likelihood method. A simulation study is carried out to study the asymptotic behaviour of our estimators. An application to a real dataset is also included.