Some Generalizations of Weibull Distribution and Related Processes

被引：0

作者：

Jayakumar, K. ^{[1
]}

Babu, M. Girish ^{[2
]}

机构：

[1] Univ Calicut, Dept Stat, Calicut Univ PO, Calicut 673635, Kerala, India

[2] Govt Arts & Sci Coll, Dept Stat, Calicut 673018, Kerala, India

来源：

JOURNAL OF STATISTICAL THEORY AND APPLICATIONS | 2015年 / 14卷 / 04期

关键词：

Autoregressive process; Double Weibull distribution; Generalized asymmetric double Weibull distribution; Marshall-Olkin extended Weibull distribution; Minification process; Stationarity;

D O I：

10.2991/jsta.2015.14.4.7

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

A new class of distributions containing Marshall-Olkin extended Weibull distribution is introduced. The role of this distribution in the study of minification process is established. A new class of distributions that includes the Laplace and Logistic distributions is introduced. Properties and generation of Marshall-Olkin extended Double Weibull distribution and Marshall-Olkin extended asymmetric double Weibull distribution are discussed. The distribution of daily stock price index of Bombay stock exchange (INDIA) is identified as generalised asymmetric double Weibull model and its estimation and predictions are done.

引用

页码：425 / 434

页数：10

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