A New Class of Exponentiated Beta-Skew-Laplace Distribution

Abstract This paper introduce two new families of distributions that allow fitting unimodal, bimodal or trimodal data sets. Statistical properties such as distribution function, moments, moment generating function and stochastic representation of these new families are studied in details. The proble...

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Main Authors: ROGER TOVAR-FALÓN, GUILLERMO MARTÍNEZ-FLÓREZ
Format: Article
Language:English
Published: Academia Brasileira de Ciências 2022-10-01
Series:Anais da Academia Brasileira de Ciências
Subjects:
Online Access:http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0001-37652022000600301&tlng=en
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author ROGER TOVAR-FALÓN
GUILLERMO MARTÍNEZ-FLÓREZ
author_facet ROGER TOVAR-FALÓN
GUILLERMO MARTÍNEZ-FLÓREZ
author_sort ROGER TOVAR-FALÓN
collection DOAJ
description Abstract This paper introduce two new families of distributions that allow fitting unimodal, bimodal or trimodal data sets. Statistical properties such as distribution function, moments, moment generating function and stochastic representation of these new families are studied in details. The problem of estimating parameters is addressed by considering the maximum likelihood method and Fisher information matrices are derived. A small Monte Carlo simulation study is conducted to examine the performance of the obtained estimators. The methodology developed is illustrated with three real data applications.
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spelling doaj.art-29481303aa864bc09480af06fd4968522022-12-22T03:34:44ZengAcademia Brasileira de CiênciasAnais da Academia Brasileira de Ciências1678-26902022-10-0194410.1590/0001-3765202220191597A New Class of Exponentiated Beta-Skew-Laplace DistributionROGER TOVAR-FALÓNhttps://orcid.org/0000-0001-5649-532XGUILLERMO MARTÍNEZ-FLÓREZhttps://orcid.org/0000-0001-6441-5377Abstract This paper introduce two new families of distributions that allow fitting unimodal, bimodal or trimodal data sets. Statistical properties such as distribution function, moments, moment generating function and stochastic representation of these new families are studied in details. The problem of estimating parameters is addressed by considering the maximum likelihood method and Fisher information matrices are derived. A small Monte Carlo simulation study is conducted to examine the performance of the obtained estimators. The methodology developed is illustrated with three real data applications.http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0001-37652022000600301&tlng=enAsymmetrybeta-skew-Laplace distributioninformation matrixmaximum likelihood estimationmultimodality
spellingShingle ROGER TOVAR-FALÓN
GUILLERMO MARTÍNEZ-FLÓREZ
A New Class of Exponentiated Beta-Skew-Laplace Distribution
Anais da Academia Brasileira de Ciências
Asymmetry
beta-skew-Laplace distribution
information matrix
maximum likelihood estimation
multimodality
title A New Class of Exponentiated Beta-Skew-Laplace Distribution
title_full A New Class of Exponentiated Beta-Skew-Laplace Distribution
title_fullStr A New Class of Exponentiated Beta-Skew-Laplace Distribution
title_full_unstemmed A New Class of Exponentiated Beta-Skew-Laplace Distribution
title_short A New Class of Exponentiated Beta-Skew-Laplace Distribution
title_sort new class of exponentiated beta skew laplace distribution
topic Asymmetry
beta-skew-Laplace distribution
information matrix
maximum likelihood estimation
multimodality
url http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0001-37652022000600301&tlng=en
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