Applications of Skew Models Using Generalized Logistic Distribution

نویسندگان

  • Pushpa N. Rathie
  • Paulo Silva
  • Gabriela Olinto
چکیده

1 Department of Statistics and Applied Mathematics, Federal University of Ceara, Fortaleza, CE 60020-181, Brazil 2 DICRE, Credit Risk Management, Bank of Brazil—BB, Brasilia 70073-901, Brazil; [email protected] 3 Department of Statistics, University of Brasilia, Brasilia 70910-900, Brazil; [email protected] * Correspondence: [email protected]; Tel.: +55-85-3366-9447 † These authors contributed equally to this work.

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

Parameter Estimation in Spatial Generalized Linear Mixed Models with Skew Gaussian Random Effects using Laplace Approximation

 Spatial generalized linear mixed models are used commonly for modelling non-Gaussian discrete spatial responses. We present an algorithm for parameter estimation of the models using Laplace approximation of likelihood function. In these models, the spatial correlation structure of data is carried out by random effects or latent variables. In most spatial analysis, it is assumed that rando...

متن کامل

A Flexible Class of Skew Logistic Distribution

‎Here we consider  a new class of skew logistic  distribution as a generalized mixture of the standard logistic and skew logistic distributions‎, ‎and study some of its important aspects‎. ‎The tail behaviour of the  distribution is compared with that of the skew logistic distribution and a location-scale extension of the distribution is proposed‎. ‎Fu...

متن کامل

A Generalized Skew Logistic Distribution

• In this paper, we introduce a generalized skew logistic distribution that contains the usual skew logistic distribution as a special case. Several mathematical properties of the distribution are discussed like the cumulative distribution function and moments. Furthermore, estimation using the method of maximum likelihood and the Fisher information matrix are investigated. Two real data applic...

متن کامل

Generalized Birnbaum-Saunders Distribution

The two-parameter Birnbaum–Saunders (BS) distribution was originally proposed as a failure time distribution for fatigue failure caused under cyclic loading. BS model is a positively skewed statistical distribution which has received great attention in recent decades. Several extensions of this distribution with various degrees of skewness, kurtosis and modality are considered. In particular, a...

متن کامل

A Flexible Skew-Generalized Normal Distribution

 In this paper, we consider a flexible skew-generalized normal distribution. This distribution is denoted by $FSGN(/lambda _1, /lambda _2 /theta)$. It contains the normal, skew-normal (Azzalini, 1985), skew generalized normal (Arellano-Valle et al., 2004) and skew flexible-normal (Gomez et al., 2011) distributions as special cases. Some important properties of this distribution are establi...

متن کامل

Skew-slash distribution and its application in topics regression

In many issues of statistical modeling, the common assumption is that observations are normally distributed. In many real data applications, however, the true distribution is deviated from the normal. Thus, the main concern of most recent studies on analyzing data is to construct and the use of alternative distributions. In this regard, new classes of distributions such as slash and skew-sla...

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:
  • Axioms

دوره 5  شماره 

صفحات  -

تاریخ انتشار 2016