期刊文献+

可用于分析非负数据的指数削减半正态分布(英文)

An Exponential Slash Half Normal Distribution for Analyzing Nonnegative Data
下载PDF
导出
摘要 本文研究了一种可用于分析非负数据的新的分布族.它用一个随机表示来定义,是一个半正态随机变量与一个指数随机变量的幂的混合.其密度函数和性质,包括风险函数,矩和矩母函数被导出.该分布族的实用性和灵活性通过一个实例用最大似然程序被阐明. A new class of slash distribution is studied for analyzing nonnegative data. This distribution is defined by means of a stochastic representation as the mixture of a half normal random variable with the power of an exponential random variable. Density function and properties involving haz- ard function, moments and moment generating function are derived. The usefulness and flexibility of the proposed distribution are illustrated through a real application by maximum likelihood pro-cedure.
出处 《应用概率统计》 CSCD 北大核心 2015年第1期57-70,共14页 Chinese Journal of Applied Probability and Statistics
基金 supported by National Natural Science Foundation of China(61304155) Beijing Municipal Party Committee Organization Department talents project(2012D005003000005)
关键词 指数削减半正态分布 削减半正态分布 峰度系数 偏度系数. Exponential slash half normal distribution, slash half normal distribution, kur-tosis coefficient, skewness coefficient.
  • 相关文献

参考文献18

  • 1Arslan, O. and Genq, A.I., A generalization of the multivariate slash distribution, Journal of Statistical Planning and Inference, 139(3)(2009), 1164-1170.
  • 2Rogers, W.H. and Tukey, J.W., Understanding some long-tailed symmetrical distributions, Statistica Neerlandica, 26(3)(1972), 211-226.
  • 3Morgenthaler, S., Robust confidence intervals for a location parameter: the configural approach, Journal of the American Statistical Association, 81(394)(1986), 518 525.
  • 4Jamshidian, M., A Note on parameter and standard error estimation in adaptive robust regression, Journal of Statistical Computation and Simulation, 71(1)(2001), 11-27.
  • 5Kashid, D.N. and Kulkarni, S.R., Subset selection in multiple linear regression with heavy tailed error distribution, Journal of Statistical Computation and Simulation, 73(11)(2003), 791- 805.
  • 6Mosteller, F. and Tukey, J.W., Data Analysis and Regression: A Second Course in Statistics, Addison- Wesley, New Jersey, 1977.
  • 7Kafadar, K., A biweight approach to the one-sample problem, Journal of the American Statistical Association, 77(378) (1982), 416-424.
  • 8Wang, J. and Genton, M.G., The multivariate skew-slash distribution, Journal of Statistical Planning and Inference, 136(1)(2006), 209-220.
  • 9Arslan, O., An alternative multivariate skew-slash distribution, Statistics and Probability Letters, 7S(16) (2008), 2756-2761.
  • 10Gent, A.I., A generalization of the univariate slash by a scale-mixtured exponential power distribution, Communications in Statistics - Simulation and Computation, 36(5)(2007), 937-947.

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部