期刊名称:Brazilian Journal of Probability and Statistics
印刷版ISSN:0103-0752
出版年度:2018
卷号:32
期号:2
页码:281-308
DOI:10.1214/16-BJPS343
语种:English
出版社:Brazilian Statistical Association
摘要:We study some mathematical properties of a new generator of continuous distributions with three additional parameters, called the exponentiated logarithmic generated family, to extend the normal, Weibull, gamma and Gumbel distributions, among other well-known models. Some special models are discussed. Many properties of this family are studied, some inference procedures developed and a simulation study performed to verify the adequacy of the estimators of the model parameters. We prove empirically the potentiality of the new family by means of two real data sets. The simulation study for different samples sizes assesses the performance of the maximum likelihood estimates obtained by the Swarm Optimization method. We also evaluate the performance of single and dual bootstrap methods in constructing interval estimates for the parameters. Because of the intensive simulations, we use parallel computing on a supercomputer.