Article
A Generalized Rayleigh Family of Distributions Based on the Modified Slash Model
Author/s | Barranco Chamorro, Inmaculada
Iriarte, Yuri A. Gómez, Yolanda M. Astorga, Juan M. Gómez, Héctor W. |
Department | Universidad de Sevilla. Departamento de Estadística e Investigación Operativa |
Publication Date | 2021 |
Deposit Date | 2022-07-04 |
Published in |
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Abstract | Specifying a proper statistical model to represent asymmetric lifetime data with high
kurtosis is an open problem. In this paper, the three-parameter, modified, slashed, generalized
Rayleigh family of distributions is ... Specifying a proper statistical model to represent asymmetric lifetime data with high kurtosis is an open problem. In this paper, the three-parameter, modified, slashed, generalized Rayleigh family of distributions is proposed. Its structural properties are studied: stochastic represen tation, probability density function, hazard rate function, moments and estimation of parameters via maximum likelihood methods. As merits of our proposal, we highlight as particular cases a plethora of lifetime models, such as Rayleigh, Maxwell, half-normal and chi-square, among others, which are able to accommodate heavy tails. A simulation study and applications to real data sets are included to illustrate the use of our results. |
Citation | Barranco Chamorro, I., Iriarte, Y.A., Gómez, Y.M., Astorga, J.M. y Gómez, H.W. (2021). A Generalized Rayleigh Family of Distributions Based on the Modified Slash Model. Symmetry, 13, 2-18. |
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