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A new method for adding two parameters to a family of distributions with application to the normal and exponential families

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  • H. Barakat

Abstract

In this paper we introduce a new method to add two parameters to a family of distributions. Through the additional parameters we can fully control the skewness and kurtosis of the resulting family. This method is applied to yield a new two-parameter extension of the standard normal distribution, which may be positively–negatively asymmetric and leptokurtic–platykurtic. In addition, this method is applied to yield a new three-parameter extension of the exponential distribution, which may be symmetric and has non-constant hazard rate function. Copyright Springer-Verlag Berlin Heidelberg 2015

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  • H. Barakat, 2015. "A new method for adding two parameters to a family of distributions with application to the normal and exponential families," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 24(3), pages 359-372, September.
    • Handle: RePEc:spr:stmapp:v:24:y:2015:i:3:p:359-372
    DOI: 10.1007/s10260-014-0265-8
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    References listed on IDEAS

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    1. M. Jones, 2004. "Families of distributions arising from distributions of order statistics," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 13(1), pages 1-43, June.
    2. Ferreira, Jose T.A.S. & Steel, Mark F.J., 2006. "A Constructive Representation of Univariate Skewed Distributions," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 823-829, June.
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    Cited by:

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    2. Gayan Warahena-Liyanage & Broderick Oluyede & Thatayaone Moakofi & Whatmore Sengweni, 2023. "The New Exponentiated Half Logistic-Harris-G Family of Distributions with Actuarial Measures and Applications," Stats, MDPI, vol. 6(3), pages 1-29, July.

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