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S.M.T.K. MirMostafaee

S.M.T.K. MirMostafaee

Academic rank: Associate Professor
ORCID: https://orcid.org/0000-0003-2796-4427
Education: PhD.
ScopusId:
Faculty: Faculty of Mathematical Sciences
Address: Department of Statistics‎, ‎Faculty of Mathematical Sciences‎, ‎University of Mazandaran‎, P.O‎. ‎Box 47416-1467‎, ‎Babolsar, ‎Iran‎
Phone: 01135302428

Research

Title
Log-gamma-generated families of distributions
Type
JournalPaper
Keywords
gamma distribution, log-gamma distribution, order statistics, record statistics, skewness, heavy-tailed distribution.
Year
2014
Journal STATISTICS
DOI
Researchers Morteza Amini ، S.M.T.K. MirMostafaee ، Jafar Ahmadi

Abstract

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.