The Odd Log-Logistic Geometric Family with Applications in Regression Models with Varying Dispersion

被引:1
|
作者
Lima, Maria do Carmo S. [1 ]
Prataviera, Fabio [2 ]
Ortega, Edwin M. M. [2 ]
Cordeiro, Gauss M. [1 ]
机构
[1] Univ Fed Pernambuco, Dept Estat, Recife, PE, Brazil
[2] Univ Sao Paulo, Dept Ciencias Exatas, Piracicaba, Brazil
来源
关键词
Geometric family; Censored data; Maximum likelihood estimation; Odd log logistic family; Regression model; Varying dispersion; DISTRIBUTIONS;
D O I
10.2991/jsta.d.190818.003
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
We obtain some mathematical properties of a new generator of continuous distributions with two additional shape parameters called the odd log-logistic geometric family. We present some special models and investigate the asymptotes and shapes. The family density function can be expressed as a linear combination of exponentiated densities based on the same baseline distribution. We derive a power series for its quantile function. We provide explicit expressions for the ordinary and incomplete moments and generating function. We estimate the model parameters by maximum likelihood. We propose a useful regression model by varying the dispersion parameter to fit real data. We illustrate the potentiality of the proposed models by means of three real data sets. (C) 2019 The Authors. Published by Atlantis Press SARL.
引用
收藏
页码:278 / 294
页数:17
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