A new generalized two-sided class of distributions with an emphasis on two-sided generalized normal distribution


Korkmaz M. C., GENÇ A. İ.

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, vol.46, no.2, pp.1441-1460, 2017 (SCI-Expanded) identifier identifier

  • Publication Type: Article / Article
  • Volume: 46 Issue: 2
  • Publication Date: 2017
  • Doi Number: 10.1080/03610918.2015.1005233
  • Journal Name: COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
  • Journal Indexes: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Page Numbers: pp.1441-1460
  • Keywords: Generalized normal distribution, Mixture of truncated distributions, Standard two-sided power distribution, Two-sided generalized distributions, BETA, FAMILY
  • Çukurova University Affiliated: Yes

Abstract

The ordinary-G class of distributions is defined to have the cumulative distribution function (cdf) as the value of the cdf of the ordinary distribution F whose range is the unit interval at G, that is, F(G), and it generalizes the ordinary distribution. In this work, we consider the standard two-sided power distribution to define other classes like the beta-G and the Kumaraswamy-G classes. We extend the idea of two-sidedness to other ordinary distributions like normal. After studying the basic properties of the new class in general setting, we consider the two-sided generalized normal distribution with maximum likelihood estimation procedure.