A Gamma-Type Distribution with Applications

Symmetry

HéctorJ. Gómez¹  HéctorW. Gómez²  Héctor Varela²  YuriA. Iriarte² 

[1] Departamento de Ciencias Matemáticas y Físicas, Facultad de Ingeniería, Universidad Católica de Temuco, Temuco 4780000, Chile;Departamento de Matemáticas, Facultad de Ciencias Básicas, Universidad de Antofagasta, Antofagasta 1240000, Chile;

关键词: asymmetry;    generalized gamma distribution;    kurtosis;    maximum likelihood estimation;    slash distribution;   

DOI  :  10.3390/sym12050870

来源: DOAJ

【 摘 要 】

This article introduces a new probability distribution capable of modeling positive data that present different levels of asymmetry and high levels of kurtosis. A slashed quasi-gamma random variable is defined as the quotient of independent random variables, a generalized gamma is the numerator, and a power of a standard uniform variable is the denominator. The result is a new three-parameter distribution (scale, shape, and kurtosis) that does not present the identifiability problem presented by the generalized gamma distribution. Maximum likelihood (ML) estimation is implemented for parameter estimation. The results of two real data applications revealed a good performance in real settings.

【 授权许可】

Unknown