Revistes Publicacions URV: SORT - Statistics and Operations Research Transactions> 2020

Discrete generalized half-normal distribution and its applications in quantile regression

  • Dades identificatives

    Identificador: RP:4685
    Autors:
    Gómez, Héctor W.Gómez-Déniz, EmilioGallardo, Diego I.
    Resum:
    A new discrete two-parameter distribution is introduced by discretizing a generalized half-normal distribution. The model is useful for fitting overdispersed as well as underdispersed data. The failure function can be decreasing, bathtub shaped or increasing. A reparameterization of the distribution is introduced for use in a regression model based on the median. The behaviour of the maximum likelihood estimates is studied numerically, showing good performance in finite samples. Three real data set applications reveal that the new model can provide a better explanation than some other competitors.
  • Altres:

    Autor segons l'article: Gómez, Héctor W. Gómez-Déniz, Emilio Gallardo, Diego I.
    Paraules clau: Discretizing, generalized half-normal distribution
    Resum: A new discrete two-parameter distribution is introduced by discretizing a generalized half-normal distribution. The model is useful for fitting overdispersed as well as underdispersed data. The failure function can be decreasing, bathtub shaped or increasing. A reparameterization of the distribution is introduced for use in a regression model based on the median. The behaviour of the maximum likelihood estimates is studied numerically, showing good performance in finite samples. Three real data set applications reveal that the new model can provide a better explanation than some other competitors.
    Any de publicació de la revista: 2020
    Tipus de publicació: ##rt.metadata.pkp.peerReviewed## info:eu-repo/semantics/publishedVersion info:eu-repo/semantics/article
  • Paraules clau:

    Discretizing, generalized half-normal distribution
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