On the general class of two-sided power distribution

被引:9
|
作者
Özlem, OE
Bairamov, I
机构
[1] Dokuz Eylul Univ, Fac Arts & Sci, Dept Stat, TR-35160 Izmir, Turkey
[2] Izmir Univ Econ, Dept Math Izmir, Izmir, Turkey
关键词
triangular distribution; two-sided power distribution;
D O I
10.1081/STA-200056833
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
Van Dorp and Kotz ( 2003) introduced a general class of two-sided power distribution. We provide several examples of this distribution by considering a non negative, non decreasing differentiable function g on [0, 1] satisfying g (1) - g(0) = 1. For the considered distributions the maximum likelihood estimation and moment estimation of parameters are obtained. Moments, moment generating functions, and relative entropy are also derived.
引用
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页码:1009 / 1017
页数:9
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