Likelihood-based inference for the power half-normal distribution

被引：0
|
作者：
Gomez, Yolanda M. [1 ]
Bolfarine, Heleno [1 ]
机构：
[1] Univ Sao Paulo, Dept Estat, IME, Sao Paulo, Brazil
来源：
JOURNAL OF STATISTICAL THEORY AND APPLICATIONS | 2015年 / 14卷 / 04期
关键词：
Distribution of the maximum of a sample; Half-normal distribution; Maximum likelihood;
D O I：
10.2991/jsta.2015.14.4.4
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：
In this paper we consider an extension of the half-normal distribution based on the distribution of the maximum of a random sample. It is shown that this distribution belongs to the family of beta generalized half-normal distributions. Properties of its density are investigated, maximum likelihood estimation is discussed and the Fisher information matrix is derived. A real data illustration is presented, and comparisons with alternative extensions of the half-normal distribution reveal good performance of the proposed model.
引用
收藏
页码：383 / 398
页数：16
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