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The Location-Scale Mixture of Generalized Gamma Distribution: Estimation and Case Influence Diagnostics
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Z. Rahnamaei   |
| , rahnamaei@iaufb.ac.ir |
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Abstract: (4160 Views) |
Received: 2/17/2015 Approved: 1/23/2016
One of the most interesting problems in distribution theory is constructing the distributions, which are appropriate for fitting skewed and heavy-tailed data sets. In this paper, we introduce a skew-slash distribution by using the scale mixture of the generalized gamma distribution. Some properties of this distribution are obtained. An EM-type algorithm is presented to estimate the parameters. Finally, we provide a simulation study and an application to real data to illustrate the modeling strength of the proposed distribution.
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| Keywords: EM algorithm, generalized gamma distribution, location-scale mixture of distribution, skew-slash distribution. |
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Full-Text [PDF 193 kb]
(2275 Downloads)
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Type of Study: Research |
Subject:
General
Received: 2016/07/4 | Accepted: 2016/07/4 | Published: 2016/07/4
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