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Generalized modified slash distribution with applications

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  • Jimmy Reyes
  • Inmaculada Barranco-Chamorro
  • Héctor W. Gómez

Abstract

In this article a generalization of the modified slash distribution is introduced. This model is based on the quotient of two independent random variables, whose distributions are a normal and a one-parameter gamma, respectively. The resulting distribution is a new model whose kurtosis is greater than other slash distributions. The probability density function, its properties, moments, and kurtosis coefficient are obtained. Inference based on moment and maximum likelihood methods is carried out. The multivariate version is also introduced. Two real data sets are considered in which it is shown that the new model fits better to symmetric data with heavy tails than other slash extensions previously introduced in literature.

Suggested Citation

  • Jimmy Reyes & Inmaculada Barranco-Chamorro & Héctor W. Gómez, 2020. "Generalized modified slash distribution with applications," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 49(8), pages 2025-2048, April.
    • Handle: RePEc:taf:lstaxx:v:49:y:2020:i:8:p:2025-2048
    DOI: 10.1080/03610926.2019.1568484
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    Citations

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    Cited by:

    1. Pilar A. Rivera & Inmaculada Barranco-Chamorro & Diego I. Gallardo & Héctor W. Gómez, 2020. "Scale Mixture of Rayleigh Distribution," Mathematics, MDPI, vol. 8(10), pages 1-22, October.
    2. Jaime S. Castillo & Katherine P. Gaete & Héctor A. Muñoz & Diego I. Gallardo & Marcelo Bourguignon & Osvaldo Venegas & Héctor W. Gómez, 2023. "Scale Mixture of Maxwell-Boltzmann Distribution," Mathematics, MDPI, vol. 11(3), pages 1-16, January.
    3. Talha Arslan, 2021. "An α -Monotone Generalized Log-Moyal Distribution with Applications to Environmental Data," Mathematics, MDPI, vol. 9(12), pages 1-18, June.
    4. Guillermo Martínez-Flórez & Inmaculada Barranco-Chamorro & Héctor W. Gómez, 2021. "Flexible Log-Linear Birnbaum–Saunders Model," Mathematics, MDPI, vol. 9(11), pages 1-23, May.
    5. Jaime S. Castillo & Inmaculada Barranco-Chamorro & Osvaldo Venegas & Héctor W. Gómez, 2023. "Slash-Weighted Lindley Distribution: Properties, Inference, and Applications," Mathematics, MDPI, vol. 11(18), pages 1-14, September.
    6. Jimmy Reyes & Yuri A. Iriarte, 2023. "A New Family of Modified Slash Distributions with Applications," Mathematics, MDPI, vol. 11(13), pages 1-15, July.

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