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A New Skew-Exponential Power Distribution And Application

Posted on:2015-02-21Degree:MasterType:Thesis
Country:ChinaCandidate:M L SunFull Text:PDF
GTID:2267330428959320Subject:Statistics
Abstract/Summary:PDF Full Text Request
In this paper, a new class of skew distribution which is about to exponential power distribution is introduced. We talk about the definition and several mathematical characteristics of this distribution, such as origin moment, moment generating function, entropies and so on. Besides, we prove some properties of this distribution and propose the algorithm generating this distribution. The method to estimate the parameters in this model is presented. At last, we examine this model by simulating digitally and using the real data sets.
Keywords/Search Tags:Skew exponential power distribution, Mathematical characteristics, Random generation, Maximum likelihood estimation
PDF Full Text Request
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