08 خرداد 1402
سيدمحمدتقي كامل ميرمصطفائي

سیدمحمدتقی کامل میرمصطفائی

مرتبه علمی: دانشیار
نشانی: دانشگاه مازندران-دانشکده علوم ریاضی- گروه آمار
تحصیلات: دکترای تخصصی / آمار
تلفن: 01135302428
دانشکده: دانشکده علوم ریاضی

مشخصات پژوهش

عنوان Log-gamma-generated families of distributions
نوع پژوهش مقاله چاپ شده
کلیدواژه‌ها
gamma distribution, log-gamma distribution, order statistics, record statistics, skewness, heavy-tailed distribution.
مجله STATISTICS
شناسه DOI 10.1080/02331888.2013.766795
پژوهشگران مرتضی امینی (نفر اول) ، سیدمحمدتقی کامل میرمصطفائی (نفر دوم) ، جعفر احمدی (نفر سوم)

چکیده

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.