An asymmetric distribution with heavy tails and its expectation-maximization (EM) algorithm implementation

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dc.contributor.authorOlmos, Nevenka M
dc.contributor.authorVenegas, Osvaldo
dc.contributor.authorGómez, Yolanda M.
dc.contributor.authorIriarte, Yuri A.
dc.date.accessioned2024-04-22T23:09:11Z
dc.date.available2024-04-22T23:09:11Z
dc.date.issued2019
dc.description.abstractIn this paper we introduce a new distribution constructed on the basis of the quotient of two independent random variables whose distributions are the half-normal distribution and a power of the exponential distribution with parameter 2 respectively. The result is a distribution with greater kurtosis than the well known half-normal and slashed half-normal distributions. We studied the general density function of this distribution, with some of its properties, moments, and its coefficients of asymmetry and kurtosis. We developed the expectation–maximization algorithm and present a simulation study. We calculated the moment and maximum likelihood estimators and present three illustrations in real data sets to show the flexibility of the new model.
dc.description.sponsorshipSEMILLERO UA-2019; DIUDA programa de inserción No. 22367 of the Universidad de Atacama
dc.identifier.doi10.3390/SYM11091150
dc.identifier.issn2073-8994
dc.identifier.urihttps://repositorioabierto.uantof.cl/handle/uantof/382
dc.language.isoen
dc.publisherMDPI
dc.rightsAttribution 4.0 International
dc.rights.urihttp://creativecommons.org/licenses/by/4.0/
dc.sourceSymmetry
dc.subjectslashed half-normal distribution
dc.subjectkurtosis
dc.subjectlikelihood
dc.subjectEM algorithm
dc.titleAn asymmetric distribution with heavy tails and its expectation-maximization (EM) algorithm implementation
dc.typeArticle
oaire.citation.issue1150
oaire.citation.volume11
organization.identifier.rorhttps://ror.org/04eyc6d95
organization.legalNameUniversidad de Antofagasta
uantof.identificator.departmentDepartamento de Matemáticas
uantof.identificator.facultyFacultad de Ciencias Básicas
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