A generalized skew slash distribution via gamma-normal distribution

被引:8
|
作者
Korkmaz, Mustafa C. [1 ]
机构
[1] Artvin Coruh Univ, Dept Stat, TR-08000 Artvin, Turkey
关键词
Gamma-normal distribution; Heavy tailed distribution; Slash distribution; Slashed gamma-normal distribution; 62E10; 62F10; EXTENSION; PARAMETER;
D O I
10.1080/03610918.2015.1010001
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 article, we introduce a generalization of the slash distribution via the gamma-normal distribution. We define the new slash distribution by relation of a gamma-normal random variable with respect to a power of a uniform random variable. The newly defined distribution generalizes the slash distribution and is more flexible in terms of its kurtosis and skewness than the slash distribution. Basic properties of the new distribution are studied. We derive the maximum likelihood estimators of its parameters and apply the distribution to a real dataset.
引用
收藏
页码:1647 / 1660
页数:14
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