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Modified slashed-Rayleigh distribution.

Authors :
Iriarte, Yuri A.
Castillo, Nabor O.
Bolfarine, Heleno
Gómez, Héctor W.
Source :
Communications in Statistics: Theory & Methods; 2018, Vol. 47 Issue 13, p3220-3233, 14p
Publication Year :
2018

Abstract

A new family of slash distributions, the modified slashed-Rayleigh distribution, is proposed and studied. This family is an extension of the ordinary Rayleigh distribution, being more flexible in terms of distributional kurtosis. It arises as a quotient of two independent random variables, one being a Rayleigh distribution in the numerator and the other a power of the exponential distribution in denominator. We present properties of the proposed family. In addition, we carry out estimation of the model parameters by moment and maximum likelihood methods. Finally, we conduct a small-scale simulation study to evaluate the performance of the maximum likelihood estimators and apply the results to a real data set, revealing its good performance. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
03610926
Volume :
47
Issue :
13
Database :
Complementary Index
Journal :
Communications in Statistics: Theory & Methods
Publication Type :
Academic Journal
Accession number :
129702850
Full Text :
https://doi.org/10.1080/03610926.2017.1353621