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

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datacite.alternateIdentifier.citationSYMMETRY-BASEL,Vol.11,,2019
datacite.alternateIdentifier.doi10.3390/sym11091150
datacite.creatorOlmos, Neveka M.
datacite.creatorVenegas, Osvaldo
datacite.creatorGomez, Yolanda M.
datacite.creatorIriarte, Yuri A.
datacite.date2019
datacite.subject.englishslashed half-normal distribution
datacite.subject.englishkurtosis
datacite.subject.englishlikelihood
datacite.subject.englishEM algorithm
datacite.titleAn Asymmetric Distribution with Heavy Tails and Its Expectation-Maximization (EM) Algorithm Implementation
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.urihttp://repositoriodigital.uct.cl/handle/10925/3382
dc.language.isoen
dc.publisherMDPI
dc.sourceSYMMETRY-BASEL
oaire.resourceTypeWOS
oaire.resourceType.enArticle
uct.catalogadorWOS
uct.indizacionSCI
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