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A generalized polynomial-logistic distribution and applications

Author

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  • Vasileios M. Koutras
  • Konstantinos Drakos

Abstract

In the present article we introduce a new class of distributions which nests the classical Logistic distribution and offers additional flexibility when data fitting is chased. We provide exact expressions for its moments and absolute moments, investigate its ageing properties, and discuss several techniques for estimating its parameters. Finally, we use the new family to build a parametric model that describes accurately the Euro/CAD exchange reference rates for the period 1/4/1999–12/31/2011.

Suggested Citation

  • Vasileios M. Koutras & Konstantinos Drakos, 2016. "A generalized polynomial-logistic distribution and applications," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 45(18), pages 5478-5494, September.
    • Handle: RePEc:taf:lstaxx:v:45:y:2016:i:18:p:5478-5494
    DOI: 10.1080/03610926.2014.944666
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