Departamento de Estadísticas y Ciencia de datos

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http://repositorioabierto.uantof.cl/handle/uantof/220

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Examinando Departamento de Estadísticas y Ciencia de datos por Materia "EM algorithm"

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  • Miniatura
    Ítem
    Scale Mixture of Exponential Distribution with an Application
    (MDPI, 2024) Barahona, Jorge A.; Gómez, Yolanda M.; Gómez Déniz, Emilio; Venegas, Osvaldo; Gómez, Héctor W.
    This article presents an extended distribution that builds upon the exponential distribution.This extension is based on a scale mixture between the exponential and beta distributions. By utilizing this approach, we obtain a distribution that offers increased flexibility in terms of the kurtosis coefficient. We explore the general density, properties, moments, asymmetry, and kurtosis coefficients of this distribution. Statistical inference is performed using both the moments and maximum likelihood methods. To show the performance of this new model, it is applied to a real dataset with atypical observations. The results indicate that the new model outperforms two other extensions of the exponential distribution.
  • Miniatura
    Ítem
    Scale mixture of Rayleigh distribution
    (MDPI, 2020) Rivera, P.A.; Barranco-Chamorro, I.; Gallardo, D.I.; Gómez, H.W.
    n this paper, the scale mixture of Rayleigh (SMR) distribution is introduced. It is proven that this new model, initially defined as the quotient of two independent random variables, can be expressed as a scale mixture of a Rayleigh and a particular Generalized Gamma distribution. Closed expressions are obtained for its pdf, cdf, moments, asymmetry and kurtosis coefficients. Its lifetime analysis, properties and Rényi entropy are studied. Inference based on moments and maximum likelihood (ML) is proposed. An Expectation-Maximization (EM) algorithm is implemented to estimate the parameters via ML. This algorithm is also used in a simulation study, which illustrates the good performance of our proposal. Two real datasets are considered in which it is shown that the SMR model provides a good fit and it is more flexible, especially as for kurtosis, than other competitor models, such as the slashed Rayleigh distribution.