Modified Power-Symmetric Distribution

被引：0
|
作者：
Gomez-Deniz, Emilio [1 ,2 ]
Iriarte, Yuri A. [3 ]
Calderin-Ojeda, Enrique [4 ]
Gomez, Hector W. [3 ]
机构：
[1] Univ Las Palmas Gran Canaria, Dept Quantitat Methods Econ, Las Palmas Gran Canaria 35017, Spain
[2] Univ Las Palmas Gran Canaria, TIDES Inst, Las Palmas Gran Canaria 35017, Spain
[3] Univ Antofagasta, Fac Ciencias Basicas, Dept Matemat, Antofagasta 1240000, Chile
[4] Univ Melbourne, Ctr Actuarial Studies, Dept Econ, Melbourne, Vic 3010, Australia
来源：
SYMMETRY-BASEL | 2019年 / 11卷 / 11期
关键词：
maximum likelihood; kurtosis; power-normal distribution;
D O I：
10.3390/sym11111410
中图分类号：
O [数理科学和化学]; P [天文学、地球科学]; Q [生物科学]; N [自然科学总论];
学科分类号：
07 ; 0710 ; 09 ;
摘要：
In this paper, a general class of modified power-symmetric distributions is introduced. By choosing as symmetric model the normal distribution, the modified power-normal distribution is obtained. For the latter model, some of its more relevant statistical properties are examined. Parameters estimation is carried out by using the method of moments and maximum likelihood estimation. A simulation analysis is accomplished to study the performance of the maximum likelihood estimators. Finally, we compare the efficiency of the modified power-normal distribution with other existing distributions in the literature by using a real dataset.
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页数：15
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