On the arcsecant hyperbolic normal distribution. Properties, quantile regression modeling and applications

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Tarih

2021

Dergi Başlığı

Dergi ISSN

Cilt Başlığı

Yayıncı

MDPI AG

Erişim Hakkı

info:eu-repo/semantics/openAccess

Özet

This work proposes a new distribution defined on the unit interval. It is obtained by a novel transformation of a normal random variable involving the hyperbolic secant function and its inverse. The use of such a function in distribution theory has not received much attention in the literature, and may be of interest for theoretical and practical purposes. Basic statistical properties of the newly defined distribution are derived, including moments, skewness, kurtosis and order statistics. For the related model, the parametric estimation is examined through different methods. We assess the performance of the obtained estimates by two complementary simulation studies. Also, the quantile regression model based on the proposed distribution is introduced. Applications to three real datasets show that the proposed models are quite competitive in comparison to well-established models.

Açıklama

Anahtar Kelimeler

Bounded distribution, Unit hyperbolic normal distribution, Hyperbolic secant function, Normal distribution, Point estimates, Quantile regression, Better life index, Dyslexia, IQ, Reading accuracy modeling

Kaynak

Symmetry

WoS Q Değeri

Q2

Scopus Q Değeri

Q1

Cilt

13

Sayı

1

Künye

Korkmaz, M. Ç., Chesneau, C., & Korkmaz, Z. S. (2021). On the Arcsecant Hyperbolic Normal Distribution. Properties, Quantile Regression Modeling and Applications. Symmetry, 13(1), 1-24.