Slashed Exponentiated Rayleigh Distribution

In this paper we introduce a new distribution for modeling positive data with high kurtosis. This distribution can be seen as an extension of the exponentiated Rayleigh distribution. This extension builds on the quotient of two independent random variables, one exponentiated Rayleigh in the numerator and Beta(q,1) in the denominator with q0. It is called the slashed exponentiated Rayleigh random variable. There is evidence that the distribution of this new variable can be more flexible in terms of modeling the kurtosis regarding the exponentiated Rayleigh distribution. The properties of this distribution are studied and the parameter estimates are calculated using the maximum likelihood method. An application with real data reveals good performance of this new distribution.

• Autores: Salinas, Hugo S.; Iriarte, Yuri A.; Bolfarine, Heleno
• Tipo de recurso: Article of journal
• Fecha de publicación: 2015
• Institución: Universidad Nacional de Colombia
• Repositorio: Universidad Nacional de Colombia
• Idioma: spa
• OAI Identifier: oai:repositorio.unal.edu.co:unal/66536
• Acceso en línea: https://repositorio.unal.edu.co/handle/unal/66536; http://bdigital.unal.edu.co/67564/
• Palabra clave: 51 Matemáticas / Mathematics; 31 Colecciones de estadística general / Statistics; Exponentiated Rayleigh Distribution; Kurtosis; Maximum Likelihood; Rayleigh Distribution; Slash Distribution; Curtosis; Distribución Rayleigh; Distribución Rayleigh exponenciada; Distribución Slash; Máxima verosimilitud.
• Rights: openAccess
• License: Atribución-NoComercial 4.0 Internacional