期刊名称:Pakistan Journal of Statistics and Operation Research
印刷版ISSN:2220-5810
出版年度:2016
卷号:12
期号:4
页码:609-624
DOI:10.18187/pjsor.v12i4.1485
语种:English
出版社:College of Statistical and Actuarial Sciences
摘要:A generalized Laplace distribution using the Kumaraswamy distribution is introduced. Different structural properties of this new distribution are derived, including the moments, and the moment generating function. We discuss maximum likelihood estimation of the model parameters and obtain the observed and expected information matrix. A real data set is used to compare the new model with widely known distributions.
其他摘要:A generalized Laplace distribution using the Kumaraswamy distribution is introduced. Different structural properties of this new distribution are derived, including the moments, and the moment generating function. We discuss maximum likelihood estimation of the model parameters and obtain the observed and expected information matrix. A real data set is used to compare the new model with widely known distributions.
关键词:Kumaraswamy- Laplace distribution; maximum likelihood estimation; Akaike Information Criterion and Bayesian Information Criterion.