IDEAS home Printed from https://ideas.repec.org/a/taf/japsta/v47y2020i12p2097-2119.html
   My bibliography  Save this article

A new heavy-tailed distribution defined on the bounded interval: the logit slash distribution and its application

Author

Listed:
  • Mustafa Ç. Korkmaz

Abstract

This paper proposes a new heavy-tailed and alternative slash type distribution on a bounded interval via a relation of a slash random variable with respect to the standard logistic function to model the real data set with skewed and high kurtosis which includes the outlier observation. Some basic statistical properties of the newly defined distribution are studied. We derive the maximum likelihood, least-square, and weighted least-square estimations of its parameters. We assess the performance of the estimators of these estimation methods by the simulation study. Moreover, an application to real data demonstrates that the proposed distribution can provide a better fit than well-known bounded distributions in the literature when the skewed data set with high kurtosis contains the outlier observations.

Suggested Citation

  • Mustafa Ç. Korkmaz, 2020. "A new heavy-tailed distribution defined on the bounded interval: the logit slash distribution and its application," Journal of Applied Statistics, Taylor & Francis Journals, vol. 47(12), pages 2097-2119, September.
    • Handle: RePEc:taf:japsta:v:47:y:2020:i:12:p:2097-2119
    DOI: 10.1080/02664763.2019.1704701
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1080/02664763.2019.1704701
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1080/02664763.2019.1704701?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    More about this item

    Statistics

    Access and download statistics

    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:taf:japsta:v:47:y:2020:i:12:p:2097-2119. 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: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/CJAS20 .

    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.