Title
A Generalized Rayleigh Family Of Distributions Based On The Modified Slash Model
Abstract
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
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