THE LOCATION-SCALE MIXTURE OF GENERALIZED GAMMA DISTRIBUTION: ESTIMATION AND CASE INFLUENCE DIAGNOSTICS

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RAHNAMAEI Z.

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Journal Paper

Paper Information

Journal: JOURNAL OF STATISTICAL RESEARCH OF IRAN (JSRI) Year:2016 | Volume:12 | Issue:2 Page(s): 163-178

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Title

THE LOCATION-SCALE MIXTURE OF GENERALIZED GAMMA DISTRIBUTION: ESTIMATION AND CASE INFLUENCE DIAGNOSTICS

Author(s)

RAHNAMAEI Z. | Issue Writer Certificate

Keywords

EM ALGORITHM

GENERALIZED GAMMA DISTRIBUTION

LOCATION-SCALE MIXTURE OF DISTRIBUTION

SKEW-SLASH DISTRIBUTION

Abstract

One of the most interesting problems in distribution theory is constructing the distributions, which are appropriate for fitting skewed and heavy-tailed data sets. In this paper, we introduce a skew-slash distribution by using the scale mixture of the generalized gamma distribution. Some properties of this distribution are obtained. An EM-type algorithm is presented to estimate the parameters. Finally, we provide a simulation study and an application to real data to illustrate the modeling strength of the proposed distribution.

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APA: Copy

RAHNAMAEI, Z.. (2016). THE LOCATION-SCALE MIXTURE OF GENERALIZED GAMMA DISTRIBUTION: ESTIMATION AND CASE INFLUENCE DIAGNOSTICS. JOURNAL OF STATISTICAL RESEARCH OF IRAN (JSRI), 12(2), 163-178. SID. https://sid.ir/paper/703415/en

Vancouver: Copy

RAHNAMAEI Z.. THE LOCATION-SCALE MIXTURE OF GENERALIZED GAMMA DISTRIBUTION: ESTIMATION AND CASE INFLUENCE DIAGNOSTICS. JOURNAL OF STATISTICAL RESEARCH OF IRAN (JSRI)[Internet]. 2016;12(2):163-178. Available from: https://sid.ir/paper/703415/en

IEEE: Copy

Z. RAHNAMAEI, “THE LOCATION-SCALE MIXTURE OF GENERALIZED GAMMA DISTRIBUTION: ESTIMATION AND CASE INFLUENCE DIAGNOSTICS,” JOURNAL OF STATISTICAL RESEARCH OF IRAN (JSRI), vol. 12, no. 2, pp. 163–178, 2016, [Online]. Available: https://sid.ir/paper/703415/en

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