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Slashed generalized Rayleigh distribution

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Listed:
  • Yuri A. Iriarte
  • F. Vilca
  • Héctor Varela
  • Héctor W. Gómez

Abstract

We introduce a new family of distributions suitable for fitting positive data sets with high kurtosis which is called the Slashed Generalized Rayleigh Distribution. This distribution arises as the quotient of two independent random variables, one being a generalized Rayleigh distribution in the numerator and the other a power of the uniform distribution in the denominator. We present properties and carry out estimation of the model parameters by moment and maximum likelihood (ML) methods. Finally, we conduct a small simulation study to evaluate the performance of ML estimators and analyze real data sets to illustrate the usefulness of the new model.

Suggested Citation

  • Yuri A. Iriarte & F. Vilca & Héctor Varela & Héctor W. Gómez, 2017. "Slashed generalized Rayleigh distribution," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(10), pages 4686-4699, May.
    • Handle: RePEc:taf:lstaxx:v:46:y:2017:i:10:p:4686-4699
    DOI: 10.1080/03610926.2015.1066811
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    Cited by:

    1. Francisco A. Segovia & Yolanda M. Gómez & Osvaldo Venegas & Héctor W. Gómez, 2020. "A Power Maxwell Distribution with Heavy Tails and Applications," Mathematics, MDPI, vol. 8(7), pages 1-20, July.
    2. Talha Arslan, 2021. "An α -Monotone Generalized Log-Moyal Distribution with Applications to Environmental Data," Mathematics, MDPI, vol. 9(12), pages 1-18, June.

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