The Location-Scale Mixture Exponential Power Distribution: A Bayesian and Maximum Likelihood Approach

被引：2

作者：

Rahnamaei, Z. ^{[1
]}

Nematollahi, N. ^{[2
]}

Farnoosh, R. ^{[3
]}

机构：

[1] Islamic Azad Univ, Dept Stat, Sci & Res Branch, Tehran, Iran

[2] Allameh Tabatabai Univ, Dept Stat, Tehran, Iran

[3] Iran Univ Sci & Technol, Sch Math, Tehran 16765163, Iran

来源：

JOURNAL OF APPLIED MATHEMATICS | 2012年

关键词：

SKEW-NORMAL-DISTRIBUTION; SLASH DISTRIBUTION; PARAMETERS;

D O I：

10.1155/2012/978282

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We introduce an alternative skew-slash distribution by using the scale mixture of the exponential power distribution. We derive the properties of this distribution and estimate its parameter by Maximum Likelihood and Bayesian methods. By a simulation study we compute the mentioned estimators and their mean square errors, and we provide an example on real data to demonstrate the modeling strength of the new distribution.

引用

页数：14

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