Modified slash distribution

作者：Reyes Jimmy; Gomez Hector W^*; Bolfarine Heleno

来源：Statistics, 2013, 47(5): 929-941.

DOI：10.1080/02331888.2012.694441

• modified slash distribution
• moments
• kurtosis coefficients

In this paper we introduce a modified slash distribution obtained by modifying the usual slash distribution. This new distribution is based on the quotient of two independent random variables, whose distributions are the normal and the power of an exponential distribution of scale parameter equals to two, respectively. In this way, the result is a new distribution whose kurtosis values are greater when compared with that of the slash distribution. We study the density, some properties, moments, kurtosis and make inferences by the method of moments and maximum likelihood. We introduce a multivariate version of this new distribution. Moreover, we provide two illustrations with real data showing that the new distribution fits better the data than the ordinary slash distribution.

• 出版日期2013-10-1