Open AccessGeneralized truncated distributions with N intervals deleted: Mathematical definition
Author(s) -
Mohamed Abd Allah ElHadidy
Publication year - 2019
Publication title -
filomat
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.449
H-Index - 34
eISSN - 2406-0933
pISSN - 0354-5180
DOI - 10.2298/fil1911409e
Subject(s) - mathematics , random variable , range (aeronautics) , volatility (finance) , domain (mathematical analysis) , distribution (mathematics) , statistics , combinatorics , mathematical analysis , econometrics , materials science , composite material
The distributions obtained by N intervals truncations are characterized by its high sensitivity for stochastic volatility data. In stable intervals, we use this method to delete some certain range of data values from a domain of the random variable. A comprehensive treatment of the statistical properties of this distribution is presented. We assume Normal and Log-Lindley distributions to apply the obtained results.