Slashed generalized exponential distribution
Date Issued
2017
Author(s)
Astorga, Juan M.
Gomez, Hector W.
Bolfarine, Heleno
DOI
http://dx.doi.org/10.1080/03610926.2015.1032426
Abstract
In this paper, we introduce an extension of the generalized exponential (GE) distribution, making it more robust against possible influential observations. The new model is defined as the quotient between a GE random variable and a beta-distributed random variable with one unknown parameter. The resulting distribution is a distribution with greater kurtosis than the GE distribution. Probability properties of the distribution such as moments and asymmetry and kurtosis are studied. Likewise, statistical properties are investigated using the method of moments and the maximum likelihood approach. Two real data analyses are reported illustrating better performance of the new model over the GE model.


