A New Class of Exponentiated Beta-Skew-Laplace Distribution

An Acad Bras Cienc. 2022 Oct 24;94(4):e20191597. doi: 10.1590/0001-3765202220191597. eCollection 2022.

Abstract

This paper introduce two new families of distributions that allow fitting unimodal, bimodal or trimodal data sets. Statistical properties such as distribution function, moments, moment generating function and stochastic representation of these new families are studied in details. The problem of estimating parameters is addressed by considering the maximum likelihood method and Fisher information matrices are derived. A small Monte Carlo simulation study is conducted to examine the performance of the obtained estimators. The methodology developed is illustrated with three real data applications.

MeSH terms

  • Computer Simulation
  • Monte Carlo Method
  • Statistical Distributions*