Scale Mixture of Maxwell-Boltzmann Distribution
Scale Mixture of Maxwell-Boltzmann Distribution
Authors
Castillo, Jaime S.
Gaete, Katherine P.
Munoz, Hector A.
Gallardo, Diego I.
Bourguignon, Marcelo
Venegas, Osvaldo
Gomez, Hector W.
Gaete, Katherine P.
Munoz, Hector A.
Gallardo, Diego I.
Bourguignon, Marcelo
Venegas, Osvaldo
Gomez, Hector W.
Profesor GuĆa
Authors
Date
Datos de publicaciĆ³n:
10.3390/math11030529
MATHEMATICS,Vol.11,,2023
MATHEMATICS,Vol.11,,2023
Tipo de recurso
Article
Keywords
Materia geogrƔfica
Collections
Abstract
This paper presents a new distribution, the product of the mixture between Maxwell-Boltzmann and a particular case of the generalized gamma distributions. The resulting distribution, called the Scale Mixture Maxwell-Boltzmann, presents greater kurtosis than the recently introduced slash Maxwell-Boltzmann distribution. We obtained closed-form expressions for its probability density and cumulative distribution functions. We studied some of its properties and moments, as well as its skewness and kurtosis coefficients. Parameters were estimated by the moments and maximum likelihood methods, via the Expectation-Maximization algorithm for the latter case. A simulation study was performed to illustrate the parameter recovery. The results of an application to a real data set indicate that the new model performs very well in the presence of outliers compared with other alternatives in the literature.