{"title":"一个新的Dagum-Cauchy{指数}分布","authors":"M. E. Archibong, O. R. Uwaeme","doi":"10.9734/ajpas/2023/v23i3507","DOIUrl":null,"url":null,"abstract":"This study proposed a four-parameter continuous distribution, called the Dagum-Cauchy{Exponential} Distribution (DCED) for modelling financial time series returns using the generalized family of Cauchy distribution by Alzaatreh et al. [1]. Some structural properties of this new distribution such as quantile function, reliability measures and hazard function, and order statistics are obtained. The method of maximum likelihood estimation was proposed in estimating its parameters. Finally, the distribution was used to model some financial datasets adequately.","PeriodicalId":8532,"journal":{"name":"Asian Journal of Probability and Statistics","volume":"111 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2023-08-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"A New Dagum-Cauchy{Exponential} Distribution\",\"authors\":\"M. E. Archibong, O. R. Uwaeme\",\"doi\":\"10.9734/ajpas/2023/v23i3507\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"This study proposed a four-parameter continuous distribution, called the Dagum-Cauchy{Exponential} Distribution (DCED) for modelling financial time series returns using the generalized family of Cauchy distribution by Alzaatreh et al. [1]. Some structural properties of this new distribution such as quantile function, reliability measures and hazard function, and order statistics are obtained. The method of maximum likelihood estimation was proposed in estimating its parameters. Finally, the distribution was used to model some financial datasets adequately.\",\"PeriodicalId\":8532,\"journal\":{\"name\":\"Asian Journal of Probability and Statistics\",\"volume\":\"111 1\",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2023-08-02\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Asian Journal of Probability and Statistics\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.9734/ajpas/2023/v23i3507\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Asian Journal of Probability and Statistics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.9734/ajpas/2023/v23i3507","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
This study proposed a four-parameter continuous distribution, called the Dagum-Cauchy{Exponential} Distribution (DCED) for modelling financial time series returns using the generalized family of Cauchy distribution by Alzaatreh et al. [1]. Some structural properties of this new distribution such as quantile function, reliability measures and hazard function, and order statistics are obtained. The method of maximum likelihood estimation was proposed in estimating its parameters. Finally, the distribution was used to model some financial datasets adequately.
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