Modelling Bimodal Data Using a Multivariate Triangular-Linked Distribution

Bimodal distributions have rarely been studied although they appear frequently in datasets. We develop a novel bimodal distribution based on the triangular distribution and then expand it to the multivariate case using a Gaussian copula. To determine the goodness of fit of the univariate model, we u...

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Main Authors: Daan de Waal, Tristan Harris, Alta de Waal, Jocelyn Mazarura
Format: Article
Language:English
Published: MDPI AG 2022-07-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/10/14/2370
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author Daan de Waal
Tristan Harris
Alta de Waal
Jocelyn Mazarura
author_facet Daan de Waal
Tristan Harris
Alta de Waal
Jocelyn Mazarura
author_sort Daan de Waal
collection DOAJ
description Bimodal distributions have rarely been studied although they appear frequently in datasets. We develop a novel bimodal distribution based on the triangular distribution and then expand it to the multivariate case using a Gaussian copula. To determine the goodness of fit of the univariate model, we use the Kolmogorov–Smirnov (KS) and Cramér–von Mises (CVM) tests. The contributions of this work are that a simplistic yet robust distribution was developed to deal with bimodality in data, a multivariate distribution was developed as a generalisation of this univariate distribution using a Gaussian copula, a comparison between parametric and semi-parametric approaches to modelling bimodality is given, and an R package called btld is developed from the workings of this paper.
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spelling doaj.art-12e70a6734594cd5b89b2346ce0de5302023-12-03T11:53:14ZengMDPI AGMathematics2227-73902022-07-011014237010.3390/math10142370Modelling Bimodal Data Using a Multivariate Triangular-Linked DistributionDaan de Waal0Tristan Harris1Alta de Waal2Jocelyn Mazarura3Department of Statistics, University of Pretoria, Pretoria 0002, South AfricaDepartment of Statistics, University of Pretoria, Pretoria 0002, South AfricaDepartment of Statistics, University of Pretoria, Pretoria 0002, South AfricaDepartment of Statistics, University of Pretoria, Pretoria 0002, South AfricaBimodal distributions have rarely been studied although they appear frequently in datasets. We develop a novel bimodal distribution based on the triangular distribution and then expand it to the multivariate case using a Gaussian copula. To determine the goodness of fit of the univariate model, we use the Kolmogorov–Smirnov (KS) and Cramér–von Mises (CVM) tests. The contributions of this work are that a simplistic yet robust distribution was developed to deal with bimodality in data, a multivariate distribution was developed as a generalisation of this univariate distribution using a Gaussian copula, a comparison between parametric and semi-parametric approaches to modelling bimodality is given, and an R package called btld is developed from the workings of this paper.https://www.mdpi.com/2227-7390/10/14/2370bimodalitytriangular distributionsrandom generationcopulasmixture models
spellingShingle Daan de Waal
Tristan Harris
Alta de Waal
Jocelyn Mazarura
Modelling Bimodal Data Using a Multivariate Triangular-Linked Distribution
Mathematics
bimodality
triangular distributions
random generation
copulas
mixture models
title Modelling Bimodal Data Using a Multivariate Triangular-Linked Distribution
title_full Modelling Bimodal Data Using a Multivariate Triangular-Linked Distribution
title_fullStr Modelling Bimodal Data Using a Multivariate Triangular-Linked Distribution
title_full_unstemmed Modelling Bimodal Data Using a Multivariate Triangular-Linked Distribution
title_short Modelling Bimodal Data Using a Multivariate Triangular-Linked Distribution
title_sort modelling bimodal data using a multivariate triangular linked distribution
topic bimodality
triangular distributions
random generation
copulas
mixture models
url https://www.mdpi.com/2227-7390/10/14/2370
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AT tristanharris modellingbimodaldatausingamultivariatetriangularlinkeddistribution
AT altadewaal modellingbimodaldatausingamultivariatetriangularlinkeddistribution
AT jocelynmazarura modellingbimodaldatausingamultivariatetriangularlinkeddistribution