The Location-Scale Mixture of Generalized Gamma Distribution: Estimation and Case Influence Diagnostics | Zendy

Z. Rahnamaei | Zendy

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The Location-Scale Mixture of Generalized Gamma Distribution: Estimation and Case Influence Diagnostics

Author(s) -

Z. Rahnamaei

Publication year - 2016

Publication title -

journal of statistical research of iran

Language(s) - English

Resource type - Journals

ISSN - 1735-1294

DOI - 10.18869/acadpub.jsri.12.2.163

Subject(s) - gamma distribution , generalized gamma distribution , scale (ratio) , distribution (mathematics) , estimation , statistics , mathematics , mixture model , generalized integer gamma distribution , scale parameter , geography , mathematical analysis , cartography , engineering , systems engineering

One of the most interesting problems in distribution theory is constructing the distributions, which are appropriate for fitting skewed and heavy-tailed data sets. In this paper, we introduce a skew-slash distribution by using the scale mixture of the generalized gamma distribution. Some properties of this distribution are obtained. An EM-type algorithm is presented to estimate the parameters. Finally, we provide a simulation study and an application to real data to illustrate the modeling strength of the proposed distribution.

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