Abstract | ||
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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 representation, 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. |
Year | DOI | Venue |
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2021 | 10.3390/sym13071226 | SYMMETRY-BASEL |
Keywords | DocType | Volume |
generalized Rayleigh distribution, EM algorithm, kurtosis, maximum likelihood estimation, slashed generalized Rayleigh distribution | Journal | 13 |
Issue | Citations | PageRank |
7 | 0 | 0.34 |
References | Authors | |
0 | 5 |
Name | Order | Citations | PageRank |
---|---|---|---|
Inmaculada Barranco-Chamorro | 1 | 0 | 0.34 |
Yuri A. Iriarte | 2 | 0 | 2.37 |
Yolanda M. Gómez | 3 | 0 | 3.04 |
Juan M. Astorga | 4 | 0 | 0.34 |
Héctor W. Gómez | 5 | 0 | 2.37 |