A Generalized Rayleigh Family of Distributions Based on the Modified Slash Model
نویسندگان
چکیده
Specifying a proper statistical model to represent asymmetric lifetime data with high kurtosis is an open problem. In this paper, the three-parameter, modified, slashed, generalized Rayleigh family of distributions proposed. Its structural properties are studied: stochastic representation, probability density function, hazard rate moments and estimation parameters via maximum likelihood methods. As merits our proposal, we highlight as particular cases plethora models, such Rayleigh, Maxwell, half-normal chi-square, among others, which able accommodate heavy tails. A simulation study applications real sets included illustrate use results.
منابع مشابه
a study on construction of iranian life tables: the case study of modified brass logit system
چکیده ندارد.
15 صفحه اولA Family of Skew-Slash Distributions and Estimation of its Parameters via an EM Algorithm
Abstract. In this paper, a family of skew-slash distributions is defined and investigated. We define the new family by the scale mixture of a skew-elliptically distributed random variable with the power of a uniform random variable. This family of distributions contains slash-elliptical and skew-slash distributions. We obtain the moments and some distributional properties of the new family of d...
متن کاملa study on insurer solvency by panel data model: the case of iranian insurance market
the aim of this thesis is an approach for assessing insurer’s solvency for iranian insurance companies. we use of economic data with both time series and cross-sectional variation, thus by using the panel data model will survey the insurer solvency.
A Method to Expand Family of Continuous Distributions based on Truncated Distributions
Abstract: A new method to generate various family of distributions is introduced. This method introduces a new two-parameter extension of the exponential distribution to illustrate its application. Some statistical and reliability properties of the new distribution, including explicit expressions for the moments, quantiles, mode, moment generating function, mean residual lifetime, stochas...
متن کاملmortality forecasting based on lee-carter model
over the past decades a number of approaches have been applied for forecasting mortality. in 1992, a new method for long-run forecast of the level and age pattern of mortality was published by lee and carter. this method was welcomed by many authors so it was extended through a wider class of generalized, parametric and nonlinear model. this model represents one of the most influential recent d...
15 صفحه اولذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Symmetry
سال: 2021
ISSN: ['0865-4824', '2226-1877']
DOI: https://doi.org/10.3390/sym13071226