A new generalized two-sided class of distributions with an emphasis on two-sided generalized normal distribution
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CitationKorkmaz, M. Ç., & Genç, A. İ. (2017). A new generalized two-sided class of distributions with an emphasis on two-sided generalized normal distribution. Communications in Statistics-Simulation and Computation, 46(2), 1441-1460.
The ordinary-G class of distributions is defined to have the cumulative distribution function (cdf) as the value of the cdf of the ordinary distribution F whose range is the unit interval at G, that is, F(G), and it generalizes the ordinary distribution. In this work, we consider the standard twosided power distribution to define other classes like the beta-G and the Kumaraswamy-G classes. We extend the idea of two-sidedness to other ordinary distributions like normal. After studying the basic properties of the new class in general setting, we consider the two-sided generalized normal distribution with maximum likelihood estimation procedure.
SourceCommunications in Statistics - Simulation and Computation
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