Discrete alpha-skew-Laplace Distribution
Classical discrete distributions rarely support modelling data on the set of whole integers. In this paper, we shall introduce a flexible discrete distribution on this set, which can, in addition, cover bimodal as well as unimodal data sets. The proposed distribution can also be fitted to positive a...
| Autores: | , |
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| Tipo de documento: | artigo |
| Data de publicação: | 2015 |
| País: | España |
| Recursos: | Universitat Politècnica de Catalunya (UPC) |
| Repositório: | UPCommons. Portal del coneixement obert de la UPC |
| Idioma: | inglês |
| OAI Identifier: | oai:upcommons.upc.edu:2117/88520 |
| Acesso em linha: | https://hdl.handle.net/2117/88520 |
| Access Level: | Acceso aberto |
| Palavra-chave: | Discrete Laplace distribution discretization maximum likelihood estimation uni-bimodality weighted distribution. Classificació AMS::60 Probability theory and stochastic processes::60E Distribution theory Classificació AMS::62 Statistics::62E Distribution theory Àrees temàtiques de la UPC::Matemàtiques i estadística::Estadística matemàtica |
| Resumo: | Classical discrete distributions rarely support modelling data on the set of whole integers. In this paper, we shall introduce a flexible discrete distribution on this set, which can, in addition, cover bimodal as well as unimodal data sets. The proposed distribution can also be fitted to positive and negative skewed data. The distribution is indeed a discrete counterpart of the continuous alpha-skew-Laplace distribution recently introduced in the literature. The proposed distribution can also be viewed as a weighted version of the discrete Laplace distribution. Several distributional properties of this class such as cumulative distribution function, moment generating function, moments, modality, infinite divisibility and its truncation are studied. A simulation study is also performed. Finally, a real data set is used to show applicability of the new model comparing to several rival models, such as the discrete normal and Skellam distributions. |
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