Power Normal-Geometric Distribution: Model, Properties and Applications

Author(s):
Message:
Article Type:
Research/Original Article (دارای رتبه معتبر)
Abstract:

In this paper, we introduce a new skewed distribution of which normal and power normal distributions are two special cases. This distribution is obtained by taking geometric maximum of independent identically distributed power normal random variables. We call this distribution as the power normal--geometric distribution. Some mathematical properties of the new distribution are presented. Maximum likelihood estimates of parameters are obtained via an EM algorithm. Simulation experiments have been presented to evaluate the performance of the maximum likelihood. We analyze two data sets for illustrative purposes. Finally, we derive a bivariate version of the proposed distribution.

Language:
English
Published:
Journal of Statistical Research of Iran, Volume:17 Issue: 1, Winter and Spring 2020
Pages:
95 to 111
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