Asymmetric Bimodal Exponential Power Distribution on Real Line

نویسنده

  • Mehmet Niyazi Çankaya
چکیده

The asymmetric bimodal exponential power (ABEP) distribution is an extension of the 8 generalized gamma distribution to the real line via adding two parameters which fit the shape of 9 peakedness in bimodality on real line. The special values of peakedness parameters of the distribution 10 are combination of half Laplace and half normal distributions on real line. The distribution has 11 two parameters fitting the height of bimodality, so capacity of bimodality is enhanced by using 12 these parameters. Adding a skewness parameter is considered to model asymmetry in data. The 13 location-scale form of this distribution is proposed. The Fisher information matrix of these parameters 14 in ABEP is obtained explicitly. Properties of ABEP are examined. Real data examples are given to 15 illustrate the modelling capacity of ABEP. The replicated artificial data from maximum likelihood 16 estimates of parameters of ABEP and distributions having an algorithm for artificial data generation 17 procedure are provided to test the similarity with real data. 18

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Asymmetric Bimodal Exponential Power Distribution on the Real Line

The asymmetric bimodal exponential power (ABEP) distribution is an extension of the generalized gamma distribution to the real line via adding two parameters that fit the shape of peakedness in bimodality on the real line. The special values of peakedness parameters of the distribution are a combination of half Laplace and half normal distributions on the real line. The distribution has two par...

متن کامل

Higher moments portfolio Optimization with unequal weights based on Generalized Capital Asset pricing model with independent and identically asymmetric Power Distribution

The main criterion in investment decisions is to maximize the investors utility. Traditional capital asset pricing models cannot be used when asset returns do not follow a normal distribution. For this reason, we use capital asset pricing model with independent and identically asymmetric power distributed (CAPM-IIAPD) and capital asset pricing model with asymmetric independent and identically a...

متن کامل

On Bivariate Generalized Exponential-Power Series Class of Distributions

In this paper, we introduce a new class of bivariate distributions by compounding the bivariate generalized exponential and power-series distributions. This new class contains the bivariate generalized exponential-Poisson, bivariate generalized exponential-logarithmic, bivariate generalized exponential-binomial and bivariate generalized exponential-negative binomial distributions as specia...

متن کامل

On Exponential Power Distribution And Poultry Feeds Data: A Case Study

Abstract. In this paper, we propose to study a generalized form of the exponential power distribution which contains others in the literature as special cases. This unifying exponential power distribution is characterized by a parameter ω and a function h(ω) which regulates the tail behavior of the distribution, thus making it more flexible and suitable for modeling than the usual normal di...

متن کامل

A New Unit Root Test against Asymmetric ESTAR Nonlinearity with Smooth Breaks

T his paper proposes a new unit root test against the alternative of symmetric or asymmetric exponential smooth transition autoregressive (AESTAR) nonlinearity that accounts for multiple smooth breaks. We provide small sample properties which indicate the test statistics have good empirical size and power. Also, we compared small sample properties of the test statistics with Christop...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2017