An Extension of the Truncated-Exponential Skew- Normal Distribution

被引：0

作者：

Rivera, Pilar A. ^{[1
]}

Gallardo, Diego, I ^{[2
]}

Venegas, Osvaldo ^{[3
]}

Bourguignon, Marcelo ^{[4
]}

Gomez, Hector W. ^{[1
]}

机构：

[1] Univ Antofagasta, Fac Ciencias Basicas, Dept Matemat, Antofagasta 1240000, Chile

[2] Univ Atacama, Fac Ingn, Dept Matemat, Copiapo 1530000, Chile

[3] Univ Catolica Temuco, Fac Ingn, Dept Ciencias Matemat & Fis, Temuco 4780000, Chile

[4] Univ Fed Rio Grande do Norte, Dept Estat, BR-59078970 Natal, RN, Brazil

来源：

MATHEMATICS | 2021年 / 9卷 / 16期

关键词：

skew-normal distribution; slash distribution; kurtosis; REPRESENTATION; FAMILY;

D O I：

10.3390/math9161894

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

In the paper, we present an extension of the truncated-exponential skew-normal (TESN) distribution. This distribution is defined as the quotient of two independent random variables whose distributions are the TESN distribution and the beta distribution with shape parameters q and 1, respectively. The resulting distribution has a more flexible coefficient of kurtosis. We studied the general probability density function (pdf) of this distribution, its survival and hazard functions, some of its properties, moments and inference by the maximum likelihood method. We carried out a simulation and applied the methodology to a real dataset.

引用

页数：11

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