IDEAS home Printed from https://ideas.repec.org/a/bot/rivsta/v76y2016i4p341-352.html
   My bibliography  Save this article

The generalized double Lomax distribution with applications

Author

Listed:
  • Abu Seif Mohammad Fares

    (Damascus University - Syrian Arab Republic)

  • Vajjha Venkata Hara Gopal

    (Osmania University, Hyderabad - India)

Abstract

A new probability distribution from the polynomial family has been proposed for modeling heavy-tailed data that are continuous on the whole real line. we have derived some general properties of this distribution and applied it on several data sets of U.S stock market daily returns. The introduced model is symmetric and leptokurtic, it outperforms the peer distributions used for the given data from perspective of information criteria suggesting a new potential candidate for modeling data exhibiting heavy tails.

Suggested Citation

  • Abu Seif Mohammad Fares & Vajjha Venkata Hara Gopal, 2016. "The generalized double Lomax distribution with applications," Statistica, Department of Statistics, University of Bologna, vol. 76(4), pages 341-352.
    • Handle: RePEc:bot:rivsta:v:76:y:2016:i:4:p:341-352
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bot:rivsta:v:76:y:2016:i:4:p:341-352. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Giovanna Galatà (email available below). General contact details of provider: https://edirc.repec.org/data/dsbolit.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.