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The log‐power‐normal distribution with application to air pollution
Author(s) -
MartínezFlórez Guillermo,
Bolfarine Heleno,
Gómez Héctor W.
Publication year - 2014
Publication title -
environmetrics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.68
H-Index - 58
eISSN - 1099-095X
pISSN - 1180-4009
DOI - 10.1002/env.2256
Subject(s) - fisher information , extension (predicate logic) , mathematics , distribution (mathematics) , invertible matrix , normal distribution , statistical physics , maximum likelihood , power (physics) , matrix (chemical analysis) , statistics , mathematical analysis , computer science , physics , thermodynamics , pure mathematics , materials science , composite material , programming language
In this article, we study an extension of the power‐normal distribution to the case of the more flexible log‐power‐normal distribution. We find the density function and study some properties of the new distribution, deriving a general expression for its moments. Parameter estimation is implemented by using the moments and the maximum likelihood approaches. We obtain the Fisher information matrix for the new model, which is shown to be nonsingular in the vicinity of symmetry. Results of an application to air contamination data indicate good performance of the proposed model, validating a modification of Ahrens' law. Copyright © 2014 John Wiley & Sons, Ltd.