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JSRI 2016, 12(2): 163-178 Back to browse issues page
The Location-Scale Mixture of Generalized Gamma Distribution: Estimation and Case Influence Diagnostics
Z. Rahnamaei *
, rahnamaei@iaufb.ac.ir
Abstract:   (2976 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.

Keywords: EM algorithm, generalized gamma distribution, location-scale mixture of distribution, skew-slash distribution.
Full-Text [PDF 193 kb]   (847 Downloads)    
Type of Study: Research | Subject: General
Received: 2016/07/4 | Accepted: 2016/07/4 | Published: 2016/07/4
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Rahnamaei Z. The Location-Scale Mixture of Generalized Gamma Distribution: Estimation and Case Influence Diagnostics. JSRI. 2016; 12 (2) :163-178
URL: http://jsri.srtc.ac.ir/article-1-194-en.html


Volume 12, Issue 2 (3-2016) Back to browse issues page
مجله‌ی پژوهش‌های آماری ایران (علمی - پژوهشی) Journal of Statistical Research of Iran JSRI
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