A generalized skew slash distribution via gamma-normal distribution
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Tarih
2017
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Taylor & Francis Inc
Erişim Hakkı
info:eu-repo/semantics/closedAccess
Özet
In this article, we introduce a generalization of the slash distribution via the gamma-normal distribution. We define the new slash distribution by relation of a gamma-normal random variable with respect to a power of a uniform random variable. The newly defined distribution generalizes the slash distribution and is more flexible in terms of its kurtosis and skewness than the slash distribution. Basic properties of the new distribution are studied. We derive the maximum likelihood estimators of its parameters and apply the distribution to a real dataset.
Açıklama
Anahtar Kelimeler
Gamma-normal distribution, Heavy tailed distribution, Slash distribution, Slashed gamma-normal distribution, 62E10, 62F10
Kaynak
Communications in Statistics - Simulation and Computation
WoS Q Değeri
N/A
Scopus Q Değeri
N/A
Cilt
46
Sayı
2
Künye
Korkmaz, M. Ç. (2017). A generalized skew slash distribution via gamma-normal distribution. Communications in Statistics-Simulation and Computation, 46(2), 1647-1660.
