Details

Autor(en) / Beteiligte

• Kim, Hyoung-Moon

Titel

New Family of the Exponential Distributions for Modeling Skewed Semicircular Data

Ist Teil von

• Ŭngyong tʻonggye yŏnʼgu, 2009-02, Vol.22 (1), p.205-220

Ort / Verlag

한국통계학회

Erscheinungsjahr

2009

Quelle

EZB Electronic Journals Library

Beschreibungen/Notizen

• For modeling skewed semicircular data, we derive new family of the exponential distributions. We extend it to the l-axial exponential distribution by a transformation for modeling any arc of arbitrary length. It is straightforward to generate samples from the f-axial exponential distribution. Asymptotic result reveals two things. The first is that linear exponential distribution can be used to approximate the l-axial exponential distribution. The second is that the l-axial exponential distribution has the asymptotic memoryless property though it doesn't have strict memoryless property. Some trigonometric moments are also derived in closed forms. Maximum likelihood estimation is adopted to estimate model parameters. Some hypotheses tests and confidence intervals are also developed. The Kolmogorov-Smirnov test is adopted for goodness of fit test of the l-axial exponential distribution. We finally obtain a bivariate version of two kinds of the l-axial exponential distributions.