Autori: Abu Seif Mohammad Fares, Vajjha Venkata Hara Gopal
Titolo: The generalized double Lomax distribution with applications
Periodico: Statistica
Anno: 2016 - Volume: 76 - Fascicolo: 4 - Pagina iniziale: 341 - Pagina finale: 352

A new probability distribution from the polynomial family has been proposed for modeling heavy-tailed data that are continuous on the whole real line. we have derived some general properties of this distribution and applied it on several data sets of U.S stock market daily returns. The introduced model is symmetric and leptokurtic, it outperforms the peer distributions used for the given data from perspective of information criteria suggesting a new potential candidate for modeling data exhibiting heavy tails.




SICI: 0390-590X(2016)76:4<341:TGDLDW>2.0.ZU;2-U

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