广义双林德利分布:天气和金融数据的新模型

IF 0.3 Q4 STATISTICS & PROBABILITY Random Operators and Stochastic Equations Pub Date : 2023-08-17 DOI:10.1515/rose-2023-2015
C. Satheesh Kumar, Rosmi Jose
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引用次数: 0

摘要

摘要在本文中,我们介绍了Kumar和Jose的双参数二重Lindley分布(TPDLD)的一个推广[C.S.Kumar和R.Jose,拉普拉斯分布的一个新推广,J.Math.Comput.31/2020,8–32],即广义二重Lindley布局(GDLD)及其位置-尺度扩展(EGDLD)。然后,我们讨论了通过最大似然估计过程来估计EGDLD的参数。接下来,我们借助于某些真实生活数据集来说明这种估计过程,并进行了模拟研究,以检验分布参数的各种估计量的性能。
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Generalized double Lindley distribution: A new model for weather and financial data
Abstract In this paper, we introduce a generalization of the two-parameter double Lindley distribution (TPDLD) of Kumar and Jose [C. S. Kumar and R. Jose, A new generalization to Laplace distribution, J. Math. Comput. 31 2020, 8–32], namely the generalized double Lindley distribution (GDLD) along with its location-scale extension (EGDLD). Then we discuss the estimation of parameters of the EGDLD by the maximum likelihood estimation procedure. Next, we illustrate this estimation procedure with the help of certain real life data sets, and a simulation study is carried out to examine the performance of various estimators of the parameters of the distribution.
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来源期刊
Random Operators and Stochastic Equations
Random Operators and Stochastic Equations STATISTICS & PROBABILITY-
CiteScore
0.60
自引率
25.00%
发文量
24
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