A Generalized Rayleigh Family of Distributions Based on the Modified Slash Model
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 is proposed. Its structural properties are studied: stochastic represen tation, proba...
| Autores: | , , , , |
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| Tipo de recurso: | artículo |
| Estado: | Versión publicada |
| Fecha de publicación: | 2021 |
| País: | España |
| Institución: | Universidad de Sevilla (US) |
| Repositorio: | idUS. Depósito de Investigación de la Universidad de Sevilla |
| OAI Identifier: | oai:idus.us.es:11441/134971 |
| Acceso en línea: | https://hdl.handle.net/11441/134971 https://doi.org/10.3390/sym13071226 |
| Access Level: | acceso abierto |
| Palabra clave: | Generalized Rayleigh distribution EM algorithm Kurtosis Maximum likelihood estimation Slashed generalized Rayleigh distribution |
| Sumario: | 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 is proposed. Its structural properties are studied: stochastic represen tation, probability density function, hazard rate function, moments and estimation of parameters via maximum likelihood methods. As merits of our proposal, we highlight as particular cases a plethora of lifetime models, such as Rayleigh, Maxwell, half-normal and chi-square, among others, which are able to accommodate heavy tails. A simulation study and applications to real data sets are included to illustrate the use of our results. |
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