Generalized inverse Lindley distribution with application to Danish fire insurance data

被引:19
作者
Asgharzadeh, A. [1 ]
Nadarajah, S. [2 ]
Sharafi, F. [1 ]
机构
[1] Univ Mazandaran, Dept Stat, Babol Sar, Iran
[2] Univ Manchester, Sch Math, Manchester, Lancs, England
关键词
Danish fire insurance data; Lindley distribution; Maximum likelihood estimation; MODEL;
D O I
10.1080/03610926.2015.1096394
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The Danish fire insurance data have recently been modeled by composite distributions, i.e., distributions made up by piecing together two or more distributions. Here, we introduce a new non composite distribution that performs well with respect to the Danish fire insurance data. It fits better than almost all of the commonly known heavy-tailed distributions and some of the composite distributions.
引用
收藏
页码:5001 / 5021
页数:21
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