A Skewed Nadarajah-Haghighi Distribution with Some Applications

被引：2
|
作者：
Chesneau, Christophe [1 ]
Okorie, Idika E. [2 ]
Bakouch, Hassan S. [3 ]
机构：
[1] Univ Caen Normandie, LMNO, Caen, France
[2] Univ Manchester, Sch Math, Manchester M13 9PL, Lancs, England
[3] Tanta Univ, Fac Sci, Dept Math, Tanta, Egypt
来源：
JOURNAL OF THE INDIAN SOCIETY FOR PROBABILITY AND STATISTICS | 2020年 / 21卷 / 01期
关键词：
Distributions on the entire real line; Skewed distributions; Data analysis; 60E05; 62E15;
D O I：
10.1007/s41096-020-00080-0
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：
In this paper, we introduce a new skewed distribution based on the Nadarajah-Haghighi distribution, with a skewed mechanism using the logistic distribution. Based on a new integral function, several mathematical properties of the distribution are discussed, including useful expansions for the cumulative distribution and the probability density function, ordinary moments, moment generating function, incomplete moments and Renyi entropy. The estimation of the parameters is investigated using the method of maximum likelihood and the Fisher information matrix. Two practical data sets are analyzed to illustrate the performance of the distribution. Moreover, a simulation study is investigated for the estimates of the model parameters.
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页码：225 / 245
页数：21
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