An Extension of the Truncated-Exponential Skew- Normal Distribution

datacite.alternateIdentifier.citationMATHEMATICS,Vol.9,,2021
datacite.alternateIdentifier.doi10.3390/math9161894
datacite.creatorRivera, Pilar A.
datacite.creatorGallardo, Diego, I
datacite.creatorVenegas, Osvaldo
datacite.creatorBourguignon, Marcelo
datacite.creatorGomez, Hector W.
datacite.date2021
datacite.subject.englishskew-normal distribution
datacite.subject.englishslash distribution
datacite.subject.englishkurtosis
datacite.titleAn Extension of the Truncated-Exponential Skew- Normal Distribution
dc.date.accessioned2021-10-04T18:44:49Z
dc.date.available2021-10-04T18:44:49Z
dc.description.abstractIn the paper, we present an extension of the truncated-exponential skew-normal (TESN) distribution. This distribution is defined as the quotient of two independent random variables whose distributions are the TESN distribution and the beta distribution with shape parameters q and 1, respectively. The resulting distribution has a more flexible coefficient of kurtosis. We studied the general probability density function (pdf) of this distribution, its survival and hazard functions, some of its properties, moments and inference by the maximum likelihood method. We carried out a simulation and applied the methodology to a real dataset.
dc.identifier.urihttp://repositoriodigital.uct.cl/handle/10925/4255
dc.language.isoen
dc.publisherMDPI
dc.sourceMATHEMATICS
oaire.resourceTypeArticle
uct.indizacionSCI
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