容易变化的峰度分布

IF 0.6 Q4 STATISTICS & PROBABILITY

Austrian Journal of Statistics Pub Date : 2023-07-18 DOI:10.17713/ajs.v52i3.1434

P. Sulewski

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引用次数: 0

摘要

本文的目的是介绍易变峰度分布。均匀分布是ECK分布的一种特殊情况。新分布趋向于正态分布。导出了ECK分布的PDF、CDF、模态、拐点、分位数、矩、矩生成函数、摩尔测度、阶统计量矩、随机数发生器和Fisher信息矩阵等性质。利用极大似然法对ECK分布的未知参数进行估计。计算Shannon、Renyi和Tsallis熵。举例说明了ECK分布的适用性和灵活性。最重要的R代码在附录中给出。

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Easily Changeable Kurtosis Distribution

The goal of this paper is to introduce the easily changeable kurtosis (ECK) distribution. The uniform distribution appears as a special cases of the ECK distribution. The new distribution tends to the normal distribution. Properties of the ECK distribution such as PDF, CDF, modes, inflection points, quantiles, moments, moment generating function, Moors’ measure, moments of order statistics, random number generator and the Fisher Information Matrix are derived. The unknown parameters of the ECK distribution are estimated by the maximum likelihood method. The Shannon, Renyi and Tsallis entropies are calculated. Illustrative examples of applicability and flexibility of the ECK distribution are given. The most important R codes are presented in the Appendix.

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来源期刊

Austrian Journal of Statistics STATISTICS & PROBABILITY-

CiteScore

1.10

自引率

0.00%

发文量

审稿时长

24 weeks

期刊介绍： The Austrian Journal of Statistics is an open-access journal (without any fees) with a long history and is published approximately quarterly by the Austrian Statistical Society. Its general objective is to promote and extend the use of statistical methods in all kind of theoretical and applied disciplines. The Austrian Journal of Statistics is indexed in many data bases, such as Scopus (by Elsevier), Web of Science - ESCI by Clarivate Analytics (formely Thompson & Reuters), DOAJ, Scimago, and many more. The current estimated impact factor (via Publish or Perish) is 0.775, see HERE, or even more indices HERE. Austrian Journal of Statistics ISNN number is 1026597X Original papers and review articles in English will be published in the Austrian Journal of Statistics if judged consistently with these general aims. All papers will be refereed. Special topics sections will appear from time to time. Each section will have as a theme a specialized area of statistical application, theory, or methodology. Technical notes or problems for considerations under Shorter Communications are also invited. A special section is reserved for book reviews.