Slashed generalized rayleigh distribution
Yuri A. Iriarte, F. Vilca, Héctor Varela, Héctor W. Gómez
ARTIGO
Inglês
We introduce a new family of distributions suitable for fitting positive data sets with high kurtosis which is called the Slashed Generalized Rayleigh Distribution. This distribution arises as the quotient of two independent random variables, one being a generalized Rayleigh distribution in the...
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We introduce a new family of distributions suitable for fitting positive data sets with high kurtosis which is called the Slashed Generalized Rayleigh Distribution. This distribution arises as the quotient of two independent random variables, one being a generalized Rayleigh distribution in the numerator and the other a power of the uniform distribution in the denominator. We present properties and carry out estimation of the model parameters by moment and maximum likelihood (ML) methods. Finally, we conduct a small simulation study to evaluate the performance of ML estimators and analyze real data sets to illustrate the usefulness of the new model.
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CONSELHO NACIONAL DE DESENVOLVIMENTO CIENTÍFICO E TECNOLÓGICO - CNPQ
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Slashed generalized rayleigh distribution
Yuri A. Iriarte, F. Vilca, Héctor Varela, Héctor W. Gómez
Slashed generalized rayleigh distribution
Yuri A. Iriarte, F. Vilca, Héctor Varela, Héctor W. Gómez
Fontes
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Communications in statistics: theory and methods (Fonte avulsa) |