An extension of Azzalini's method

DOI10.1016/J.CAM.2014.09.016zbMATH Open1301.60014arXiv1803.01240OpenAlexW2963252059MaRDI QIDQ475637FDOQ475637

Authors: Filippo Domma, B. V. Popović, Saralees Nadarajah 

Publication date: 27 November 2014

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Abstract: The aim of this paper is to extend Azzalini's method. This extension is done in two stages: consider two dependent and non-identically distributed random variables say $X_1$ and $X_2$; model the dependence between $X_1$ and $X_2$ by a copula. To illustrate the new method, we assume $X_1$ and $X_2$ are exponential random variables. This assumption leads to a new distribution called the Generalized Weighted Exponential Distribution (GWED), a generalization of Gupta and Kundu (2009)'s Weighted Exponential Distribution (WED). Some mathematical properties of the GWED are derived, and its parameters estimated by maximum likelihood. The GWED is applied to biochemical data sets showing its good performance compared to the WED.

Full work available at URL: https://arxiv.org/abs/1803.01240

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zbMATH Keywords

copulaweighted distributionAzzalini's methodhidden truncation

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Point estimation (62F10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Order statistics; empirical distribution functions (62G30)

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Cited In (12)

• An extension of the ordinary variation
• On a weighted exponential distribution with a logarithmic weight: theory and applications
• AN EXTENSION OF A METHOD OF YAGASAKI AND UOZUMI
• A general class of trimodal distributions: properties and inference
• Aitken’s Δ² method extended
• A bimodal Weibull distribution: properties and inference
• Log-epsilon-skew normal: A generalization of the log-normal distribution
• A new generalized weighted Weibull distribution with decreasing, increasing, upside-down bathtub, N-shape and M-shape hazard rate
• On the hidden truncated bivariate Pareto (IV) model and associated inferential issues
• A new distribution function with bounded support: the reflected generalized Topp-Leone power series distribution
• Generalized proportional reversed hazard rate distributions with application in medicine
• A model for bimodal rates and proportions

Uses Software

• optimx

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