An Extension of the Truncated-Exponential Skew- Normal Distribution

Mathematics

Osvaldo Venegas¹  Marcelo Bourguignon²  Diego I. Gallardo³  Pilar A. Rivera⁴  Héctor W. Gómez⁴ 

[1] Departamento de Ciencias Matemáticas y Físicas, Facultad de Ingeniería, Universidad Católica de Temuco, Temuco 4780000, Chile;Departamento de Estatística, Universidade Federal do Rio Grande do Norte, Natal 59078-970, Brazil;Departamento de Matemática, Facultad de Ingeniería, Universidad de Atacama, Copiapó 1530000, Chile;Departamento de Matemáticas, Facultad de Ciencias Básicas, Universidad de Antofagasta, Antofagasta 1240000, Chile;

关键词: skew-normal distribution;    slash distribution;    kurtosis;   

DOI  :  10.3390/math9161894

来源: DOAJ

【 摘 要 】

In the paper, we present an extension of the truncated-exponential skew-normal (TESN) distribution. This distribution is defined as the quotient of two independent random variables whose distributions are the TESN distribution and the beta distribution with shape parameters q and 1, respectively. The resulting distribution has a more flexible coefficient of kurtosis. We studied the general probability density function (pdf) of this distribution, its survival and hazard functions, some of its properties, moments and inference by the maximum likelihood method. We carried out a simulation and applied the methodology to a real dataset.

【 授权许可】

Unknown