An Asymmetric Distribution with Heavy Tails and Its Expectation-Maximization (EM) Algorithm Implementation

Simple item page
dc.contributor.authorOlmos, Neveka M.
dc.contributor.authorVenegas, Osvaldo
dc.contributor.authorGomez, Yolanda M.
dc.contributor.authorIriarte, Yuri A.
dc.date2019
dc.date.accessioned2021-04-30T16:43:37Z
dc.date.available2021-04-30T16:43:37Z
dc.description.abstractIn this paper we introduce a new distribution constructed on the basis of the quotient of two independent random variables whose distributions are the half-normal distribution and a power of the exponential distribution with parameter 2 respectively. The result is a distribution with greater kurtosis than the well known half-normal and slashed half-normal distributions. We studied the general density function of this distribution, with some of its properties, moments, and its coefficients of asymmetry and kurtosis. We developed the expectation-maximization algorithm and present a simulation study. We calculated the moment and maximum likelihood estimators and present three illustrations in real data sets to show the flexibility of the new model.
dc.identifier.citationSYMMETRY-BASEL,Vol.11,,2019
dc.identifier.doi10.3390/sym11091150
dc.identifier.urihttp://repositoriodigital.uct.cl/handle/10925/3382
dc.language.isoen
dc.publisherMDPI
dc.sourceSYMMETRY-BASEL
dc.subject.englishslashed half-normal distribution
dc.subject.englishkurtosis
dc.subject.englishlikelihood
dc.subject.englishEM algorithm
dc.titleAn Asymmetric Distribution with Heavy Tails and Its Expectation-Maximization (EM) Algorithm Implementation
dc.typeArticle
uct.catalogadorWOS
uct.indizacionSCI
Files
Collections
MigraciĆ³n Web of Science