Scale Mixture of Gleser Distribution with an Application toInsurance Data

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dc.contributor.authorNeveka M. Olmos
dc.contributor.authorEmilio Gómez Déniz
dc.contributor.authorOsvaldo Venegas
dc.date.accessioned2026-03-25T15:25:00Z
dc.date.available2026-03-25T15:25:00Z
dc.date.issued2024
dc.description.abstractIn this paper, the scale mixture of the Gleser (SMG) distribution is introduced. This new distribution is the product of a scale mixture between the Gleser (G) distribution and the Beta(a, 1)distribution. The SMG distribution is an alternative to distributions with two parameters and a heavy right tail. We study its representation and some basic properties, maximum likelihood inference, and Fisher ’s information matrix. We present an application to a real dataset in which the SMG distribution shows a better fit than two other known distributions
dc.description.sponsorshipSemillero UA-2024.
dc.identifier.doi10.3390/math12091397
dc.identifier.issn22277390
dc.identifier.urihttps://repositorioabierto.uantof.cl/handle/uantof/677
dc.language.isoen
dc.rightsAttribution 4.0 Internationalen
dc.rights.urihttp://creativecommons.org/licenses/by/4.0/
dc.sourceMathematics
dc.titleScale Mixture of Gleser Distribution with an Application toInsurance Data
dc.typeArticle
oaire.citation.volume12
organization.identifier.rorUniversidad de Antofagasta
uantof.identificator.departmentDepartamento de Estadística y Ciencia de Datos
uantof.identificator.facultyFacultad de Ciencias Básicas
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