A new heavy-tailed distribution defined on the bounded interval: the logit slash distribution and its application
Yükleniyor...
Tarih
2020
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Taylor & Francis Inc
Erişim Hakkı
info:eu-repo/semantics/embargoedAccess
Özet
This paper proposes a new heavy-tailed and alternative slash type distribution on a bounded interval via a relation of a slash random variable with respect to the standard logistic function to model the real data set with skewed and high kurtosis which includes the outlier observation. Some basic statistical properties of the newly defined distribution are studied. We derive the maximum likelihood, least-square, and weighted least-square estimations of its parameters. We assess the performance of the estimators of these estimation methods by the simulation study. Moreover, an application to real data demonstrates that the proposed distribution can provide a better fit than well-known bounded distributions in the literature when the skewed data set with high kurtosis contains the outlier observations.
Açıklama
Anahtar Kelimeler
Logit slash distribution, Unit slash distribution, Heavy tailed, Logistic function, Outlier
Kaynak
Journal of Applied Statistics
WoS Q Değeri
N/A
Scopus Q Değeri
Q1
Cilt
47
Sayı
12
Künye
Korkmaz, M. Ç. (2020): A new heavy-tailed distribution defined on the bounded interval: the logit slash distribution and its application, Journal of Applied Statistics, 47(12), 2097-2119, DOI: 10.1080/02664763.2019.1704701
