Open AccessThe Kumaraswamy Lindley Regression Model with Application on the Egyptian Stock Exchange
Author(s) -
Samy Abdelmoezz,
Sara M. Mohamed
Publication year - 2021
Publication title -
jurnal matematika, statistika dan komputasi/jurnal matematika statistik dan komputasi
Language(s) - English
Resource type - Journals
eISSN - 2614-8811
pISSN - 1858-1382
DOI - 10.20956/j.v18i1.14784
Subject(s) - residual , statistics , mathematics , bathtub , deviance (statistics) , regression analysis , econometrics , monte carlo method , regression , censoring (clinical trials) , algorithm , geography , archaeology
We introduce and study the Kumaraswamy Lindely Distribution (KLD) model, which has increasing, decreasing, upside-down bathtub and bathtub shaped hazard functions.. We perform a Monte Carlo simulation study to assess the finite sample behavior of the maximum likelihood estimates of the parameters. We define a new regression model based on the new distribution. The new regression was applied to data from the Egyptian stock exchange in the period of (2015-2019). Finally, we study some properties of regression Residual analysis The martingale residual, Deviance component residual.