عنوان
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Log-gamma-generated families of distributions
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نوع پژوهش
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مقاله چاپ شده
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کلیدواژهها
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gamma distribution, log-gamma distribution, order statistics, record statistics, skewness, heavy-tailed distribution.
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چکیده
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We introduce two new general families of continuous distributions, generated by a distribution F and two positive real parameters α and β which control the skewness and tail weight of the distribution. The construction is motivated by the distribution of k-record statistics and can be derived by applying the inverse probability integral transformation to the log-gamma distribution. The introduced families are suitable for modelling the data with a significantly skewed and heavy-tailed distribution. Various properties of the introduced families are studied and a number of estimations and data fitness on real data are given to illustrate the results.
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پژوهشگران
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جعفر احمدی (نفر سوم)، سیدمحمدتقی کامل میرمصطفائی (نفر دوم)، مرتضی امینی (نفر اول)
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