期刊名称：Pakistan Journal of Statistics and Operation Research
印刷版ISSN：2220-5810
出版年度：2019
卷号：15
期号：2
页码：277-302
DOI：10.18187/pjsor.v15i2.2397
出版社：College of Statistical and Actuarial Sciences
摘要：The new distributions are very useful in describing real data sets, because these distributions are more flexible to model real data that present a high degree of skewness and kurtosis. The choice of the best-suited statistical distribution for modeling data is very important. In this paper, A new class of distributions called the {\it New odd log-logistic generalized half-normal} (NOLL-GHN) family with four parameters is introduced and studied. This model contains sub-models such as half-normal (HN), generalized half-normal (GHN )and odd log-logistic generalized half-normal (OLL-GHN) distributions. some statistical properties such as moments and moment generating function have been calculated. The Biases and MSE's of estimator methods such as maximum likelihood estimators , least squares estimators, weighted least squares estimators, Cramer-von-Mises estimators, Anderson-Darling estimators and right tailed Anderson-Darling estimators are calculated. The fitness capability of this model has been investigated by fitting this model and others based on real data sets. The maximum likelihood estimators are assessed with simulated real data from proposed model. We present the simulation in order to test validity of maximum likelihood estimators.
关键词：Generalized half-normal distribution; Moments; Maximum likelihood
estimator; Odd log-logistic generalized family; Mean square error.
