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Slashed generalized Rayleigh distribution.

Authors :
Iriarte, Yuri A.
Vilca, F.
Varela, Héctor
Gómez, Héctor W.
Source :
Communications in Statistics: Theory & Methods; 2017, Vol. 46 Issue 10, p4686-4699, 14p
Publication Year :
2017

Abstract

We introduce a new family of distributions suitable for fitting positive data sets with high kurtosis which is called the Slashed Generalized Rayleigh Distribution. This distribution arises as the quotient of two independent random variables, one being a generalized Rayleigh distribution in the numerator and the other a power of the uniform distribution in the denominator. We present properties and carry out estimation of the model parameters by moment and maximum likelihood (ML) methods. Finally, we conduct a small simulation study to evaluate the performance of ML estimators and analyze real data sets to illustrate the usefulness of the new model. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
03610926
Volume :
46
Issue :
10
Database :
Complementary Index
Journal :
Communications in Statistics: Theory & Methods
Publication Type :
Academic Journal
Accession number :
121041997
Full Text :
https://doi.org/10.1080/03610926.2015.1066811