Scale Mixture of Maxwell-Boltzmann Distribution

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datacite.alternateIdentifier.citationMATHEMATICS,Vol.11,,2023
datacite.alternateIdentifier.doi10.3390/math11030529
datacite.creatorCastillo, Jaime S.
datacite.creatorGaete, Katherine P.
datacite.creatorMunoz, Hector A.
datacite.creatorGallardo, Diego I.
datacite.creatorBourguignon, Marcelo
datacite.creatorVenegas, Osvaldo
datacite.creatorGomez, Hector W.
datacite.date2023
datacite.subject.englishMaxwell-Boltzmann distribution
datacite.subject.englishgeneralized gamma distribution
datacite.subject.englishkurtosis
datacite.subject.englishmaximum likelihood
datacite.subject.englishEM algorithm
datacite.titleScale Mixture of Maxwell-Boltzmann Distribution
dc.date.accessioned2023-06-08T15:48:16Z
dc.date.available2023-06-08T15:48:16Z
dc.description.abstractThis 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.
dc.identifier.urihttps://repositoriodigital.uct.cl/handle/10925/5323
dc.language.isoen
dc.publisherMDPI
dc.sourceMATHEMATICS
oaire.resourceTypeArticle
uct.indizacionSCI
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