Marshall-Olkin Discrete Uniform Distribution
Author(s) -
E Sandhya,
C B Prasanth
Publication year - 2014
Publication title -
journal of probability
Language(s) - English
Resource type - Journals
eISSN - 2356-7589
pISSN - 2314-8373
DOI - 10.1155/2014/979312
Subject(s) - mathematics , autoregressive model , statistics , principle of maximum entropy , order statistic , distribution fitting , distribution (mathematics) , univariate distribution , log cauchy distribution , statistical physics , probability distribution , inverse chi squared distribution , mathematical analysis , physics
We introduce and characterize a new family of distributions, Marshall-Olkin discrete uniform distribution. The natures of hazard rate, entropy, and distribution of minimum of sequence of i.i.d. random variables are derived. First order autoregressive (AR (1)) model with this distribution for marginals is considered. The maximum likelihood estimates for the parameters are found out. Also, the goodness of the distribution is tested with real data.
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