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A NEW MODEL FOR SYMMETRIC AND SKEWED DATA

Published online by Cambridge University Press:  19 March 2008

Saralees Nadarajah
Saralees Nadarajah
Affiliation:
School of Mathematics University of ManchesterManchester M60 1QD, UK E-mail: saralees.nadarajah@manchester.ac.uk
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Abstract

The Normal and Gamma distributions are the most popular models for analyzing symmetric and skewed data, respectively. In this article, a new multimodal distribution is introduced that contains the Normal and Gamma distributions as particular cases and thus could be a better model for both symmetric and skewed data. Various structural properties of this distribution are derived, including its moment-generating function, characteristic function, moments, entropy, asymptotic distribution of the extreme order statistics, method of moment estimates, maximum likelihood estimates, Fisher information matrix, and simulation issues. The superiority of the new distribution is illustrated by means of two real datasets.

Information

Type
Research Article
Information
Probability in the Engineering and Informational Sciences , Volume 22 , Issue 2 , March 2008 , pp. 261 - 271
Copyright
Copyright © Cambridge University Press 2008

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