A Heavy-Tailed Distribution Based on the Lomax-Rayleigh Distribution with Applications to Medical Data
A Heavy-Tailed Distribution Based on the Lomax-Rayleigh Distribution with Applications to Medical Data
Authors
Santoro, Karol I.
Gallardo, Diego I.
Venegas, Osvaldo
Cortes, Isaac E.
Gomez, Hector W.
Gallardo, Diego I.
Venegas, Osvaldo
Cortes, Isaac E.
Gomez, Hector W.
Profesor GuĆa
Authors
Date
Datos de publicaciĆ³n:
10.3390/math11224626
MATHEMATICS,Vol.11,2023
MATHEMATICS,Vol.11,2023
Tipo de recurso
Article
Keywords
Materia geogrƔfica
Collections
Abstract
In this paper, we extend the Lomax-Rayleigh distribution to increase its kurtosis. The construction of this distribution is based on the idea of the Slash distribution, that is, its representation is based on the quotient of two independent random variables, one being a random variable with a Lomax-Rayleigh distribution and the other a beta(q,1). Based on the representation of this family, we study its basic properties, such as moments, coefficients of skewness, and kurtosis. We perform statistical inference using the methods of moments and maximum likelihood. To illustrate this methodology, we apply it to two real data sets.