Title | ||
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An Asymmetric Distribution with Heavy Tails and Its Expectation-Maximization (EM) Algorithm Implementation. |
Abstract | ||
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In this paper we introduce a new distribution constructed on the basis of the quotient of two independent random variables whose distributions are the half-normal distribution and a power of the exponential distribution with parameter 2 respectively. The result is a distribution with greater kurtosis than the well known half-normal and slashed half-normal distributions. We studied the general density function of this distribution, with some of its properties, moments, and its coefficients of asymmetry and kurtosis. We developed the expectation-maximization algorithm and present a simulation study. We calculated the moment and maximum likelihood estimators and present three illustrations in real data sets to show the flexibility of the new model. |
Year | DOI | Venue |
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2019 | 10.3390/sym11091150 | SYMMETRY-BASEL |
Keywords | Field | DocType |
slashed half-normal distribution,kurtosis,likelihood,EM algorithm | Applied mathematics,Random variable,Data set,Expectation–maximization algorithm,Mathematical analysis,Quotient,Exponential distribution,Probability density function,Kurtosis,Mathematics,Estimator | Journal |
Volume | Issue | Citations |
11 | 9 | 0 |
PageRank | References | Authors |
0.34 | 0 | 4 |
Name | Order | Citations | PageRank |
---|---|---|---|
Neveka M. Olmos | 1 | 0 | 0.34 |
Osvaldo Venegas | 2 | 0 | 2.03 |
Yolanda M. Gómez | 3 | 0 | 3.04 |
Yuri A. Iriarte | 4 | 0 | 2.37 |