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

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

  • Datos identificativos

    Identificador: RP:4685
    Autores:
    Gómez, Héctor W.Gómez-Déniz, EmilioGallardo, Diego I.
    Resumen:
    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.
  • Otros:

    Autor según el artículo: Gómez, Héctor W. Gómez-Déniz, Emilio Gallardo, Diego I.
    Palabras clave: Discretizing, generalized half-normal distribution
    Resumen: 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.
    Año de publicación de la revista: 2020
    Tipo de publicación: ##rt.metadata.pkp.peerReviewed## info:eu-repo/semantics/publishedVersion info:eu-repo/semantics/article
  • Palabras clave:

    Discretizing, generalized half-normal distribution
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