题名 |
A New Extension of the Normal Distribution |
DOI |
10.6339/JDS.201504_13(2).0009 |
作者 |
Maria do Carmo S. Lima;Gauss M. Cordeiro |
关键词 |
Gamma distribution ; Maximum likelihood estimation ; Mean deviation ; Normal distribution ; Quantile |
期刊名称 |
Journal of Data Science |
卷期/出版年月 |
13卷2期(2015 / 04 / 01) |
页次 |
385 - 408 |
内容语文 |
英文 |
英文摘要 |
Providing a new distribution is always precious for statisticians. A new three-parameter distribution called the gamma normal distribution is defined and studied. Various structural properties of the new distribution are derived, including some explicit expressions for the moments, quantile and generating functions, mean deviations, probability weighted moments and two types of entropy. We also investigate the order statistics and their moments. Maximum likelihood techniques are used to fit the new model and to show its potentiality by means of two examples of real data. Based on three criteria, the proposed distribution provides a better fit then the skew-normal distribution. |
主题分类 |
基礎與應用科學 >
資訊科學 基礎與應用科學 > 統計 |
被引用次数 |