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

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

  • Identification data

    Identifier: RP:4685
    Authors:
    Gómez, Héctor W.Gómez-Déniz, EmilioGallardo, Diego I.
    Abstract:
    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.
  • Others:

    Author, as appears in the article.: Gómez, Héctor W. Gómez-Déniz, Emilio Gallardo, Diego I.
    Keywords: Discretizing, generalized half-normal distribution
    Abstract: 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.
    Journal publication year: 2020
    Publication Type: ##rt.metadata.pkp.peerReviewed## info:eu-repo/semantics/publishedVersion info:eu-repo/semantics/article
  • Keywords:

    Discretizing, generalized half-normal distribution
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