  The Gumbel model is a very popular statistical model due to its wide
applicability for instance in the course of certain survival, environmental,
financial or reliability studies. In this work, we have introduced a bimodal
generalization of the Gumbel distribution that can be an alternative to model
bimodal data. We derive the analytical shapes of the corresponding probability
density function and the hazard rate function and provide graphical
illustrations. Furthermore, We have discussed the properties of this density
such as mode, bimodality, moment generating function and moments. Our results
were verified using the Markov chain Monte Carlo simulation method. The maximum
likelihood method is used for parameters estimation. Finally, we also carry out
an application to real data that demonstrates the usefulness of the proposed
distribution.
