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Type: Artigo
Title: Slashed Generalized Rayleigh Distribution
Author: Iriarte
Yuri A.; Vilca
F.; Varela
Hector; Gomez
Hector W.
Abstract: We introduce a new family of distributions suitable for fitting positive data sets with high kurtosis which is called the Slashed Generalized Rayleigh Distribution. This distribution arises as the quotient of two independent random variables, one being a generalized Rayleigh distribution in the numerator and the other a power of the uniform distribution in the denominator. We present properties and carry out estimation of the model parameters by moment and maximum likelihood (ML) methods. Finally, we conduct a small simulation study to evaluate the performance of ML estimators and analyze real data sets to illustrate the usefulness of the new model.
Subject: Generalized Rayleigh Distribution
Slashed Rayleigh Distribution
Maximum Likelihood Estimation
Editor: Taylor & Francis Inc
Rights: fechado
Identifier DOI: 10.1080/03610926.2015.1066811
Date Issue: 2017
Appears in Collections:Unicamp - Artigos e Outros Documentos

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