Araştırma Makalesi

TWO-SIDED GENERALIZED HYPERBOLIC SECANT DISTRIBUTION WITH REAL DATA APPLICATIONS AND MODEL COMPARISONS

Cilt: 3 Sayı: 2 31 Aralık 2021
PDF İndir
TR EN

TWO-SIDED GENERALIZED HYPERBOLIC SECANT DISTRIBUTION WITH REAL DATA APPLICATIONS AND MODEL COMPARISONS

Öz

In this paper, we use the structure of the standard two-sided power distribution to implement a new version of the hyperbolic secant distribution. This new distribution is more flexible than the hyperbolic secant distribution when it comes to interpreting data presenting an abrupt change in values. In the first part of the paper, we show some of its properties, such as the shape behavior of the probability density and hazard rate functions, and the analysis of moment-type measures. Then, the statistical side of the underlying model is explored. We provide the maximum likelihood estimates for the model parameters, as well as an efficient algorithm to calculate them. After this, to demonstrate the potential of the proposed modeling strategy, we present three real data applications. The beta-normal, power-normal, Kuramaswamy-normal and two-sided generalized normal distribution models are considered as competitors. The results are favorable to the proposed model.

Anahtar Kelimeler

Kaynakça

  1. Chhikara, R. S. and Folks, J. L. (1977), The inverse gaussian distribution as a lifetime model, Technometrics, 9(4), 461-468.
  2. Cordeiro, G. and Castro, M. (2011), A new family of generalized distributions, Journal of Statistical Computation and Simulation, 81, 883-898.
  3. Eugene, N., Lee, C. and Famoye, F. (2002), Beta-normal distribution and its application, Communications in Statistics-theory and Methods, 31, 497-512.
  4. Fischer, M. (2013), Generalized hyperbolic secant distributions: with Applications to Finance, Springer.
  5. Fischer, M. and Vaughan, D. (2002), Classes of skew generalized hyperbolic secant distributions, Friedrich-Alexander-University Erlangen-Nuremberg, Chair of Statistics and Econometrics, Discussion Papers.
  6. Fischer, M. and Vaughan, D. (2004), The Beta-Hyperbolic secant (BHS) distribution, Friedrich-Alexander-UniversityErlangen-Nuremberg, Chair of Statistics and Econometrics, Discussion Papers, 39.
  7. Gilchrist, W. (2000), Statistical modelling with quantile functions, CRC Press, Abingdon.
  8. Gupta, R. C. and Gupta, R. D. (2008), Analyzing skewed data by power normal model, Test 17, 197- 210.

Ayrıntılar

Birincil Dil

İngilizce

Konular

İstatistik

Bölüm

Araştırma Makalesi

Yayımlanma Tarihi

31 Aralık 2021

Gönderilme Tarihi

28 Ekim 2021

Kabul Tarihi

30 Kasım 2021

Yayımlandığı Sayı

Yıl 2021 Cilt: 3 Sayı: 2

Kaynak Göster

APA
Korkmaz, M. Ç., Chesneau, C., & Marie, J. (2021). TWO-SIDED GENERALIZED HYPERBOLIC SECANT DISTRIBUTION WITH REAL DATA APPLICATIONS AND MODEL COMPARISONS. Nicel Bilimler Dergisi, 3(2), 91-117. https://doi.org/10.51541/nicel.1015997
AMA
1.Korkmaz MÇ, Chesneau C, Marie J. TWO-SIDED GENERALIZED HYPERBOLIC SECANT DISTRIBUTION WITH REAL DATA APPLICATIONS AND MODEL COMPARISONS. NBD. 2021;3(2):91-117. doi:10.51541/nicel.1015997
Chicago
Korkmaz, Mustafa Çağatay, Christophe Chesneau, ve Julien Marie. 2021. “TWO-SIDED GENERALIZED HYPERBOLIC SECANT DISTRIBUTION WITH REAL DATA APPLICATIONS AND MODEL COMPARISONS”. Nicel Bilimler Dergisi 3 (2): 91-117. https://doi.org/10.51541/nicel.1015997.
EndNote
Korkmaz MÇ, Chesneau C, Marie J (01 Aralık 2021) TWO-SIDED GENERALIZED HYPERBOLIC SECANT DISTRIBUTION WITH REAL DATA APPLICATIONS AND MODEL COMPARISONS. Nicel Bilimler Dergisi 3 2 91–117.
IEEE
[1]M. Ç. Korkmaz, C. Chesneau, ve J. Marie, “TWO-SIDED GENERALIZED HYPERBOLIC SECANT DISTRIBUTION WITH REAL DATA APPLICATIONS AND MODEL COMPARISONS”, NBD, c. 3, sy 2, ss. 91–117, Ara. 2021, doi: 10.51541/nicel.1015997.
ISNAD
Korkmaz, Mustafa Çağatay - Chesneau, Christophe - Marie, Julien. “TWO-SIDED GENERALIZED HYPERBOLIC SECANT DISTRIBUTION WITH REAL DATA APPLICATIONS AND MODEL COMPARISONS”. Nicel Bilimler Dergisi 3/2 (01 Aralık 2021): 91-117. https://doi.org/10.51541/nicel.1015997.
JAMA
1.Korkmaz MÇ, Chesneau C, Marie J. TWO-SIDED GENERALIZED HYPERBOLIC SECANT DISTRIBUTION WITH REAL DATA APPLICATIONS AND MODEL COMPARISONS. NBD. 2021;3:91–117.
MLA
Korkmaz, Mustafa Çağatay, vd. “TWO-SIDED GENERALIZED HYPERBOLIC SECANT DISTRIBUTION WITH REAL DATA APPLICATIONS AND MODEL COMPARISONS”. Nicel Bilimler Dergisi, c. 3, sy 2, Aralık 2021, ss. 91-117, doi:10.51541/nicel.1015997.
Vancouver
1.Mustafa Çağatay Korkmaz, Christophe Chesneau, Julien Marie. TWO-SIDED GENERALIZED HYPERBOLIC SECANT DISTRIBUTION WITH REAL DATA APPLICATIONS AND MODEL COMPARISONS. NBD. 01 Aralık 2021;3(2):91-117. doi:10.51541/nicel.1015997