Laplace-Logistic Unit Distribution with Application in Dynamic and Regression Analysis

Autor: Vladica S. Stojanović, Tanja Jovanović Spasojević, Mihailo Jovanović
Jazyk: angličtina
Rok vydání: 2024
Předmět:
Zdroj: Mathematics, Vol 12, Iss 14, p 2282 (2024)
Druh dokumentu: article
ISSN: 2227-7390
DOI: 10.3390/math12142282
Popis: This manuscript presents a new two-parameter unit stochastic distribution, obtained by transforming the Laplace distribution, using a generalized logistic map, into a unit interval. The distribution thus obtained is named the Laplace-logistic unit (abbreviated LLU) distribution, and its basic stochastic properties are examined in detail. Also, the procedure for estimating parameters based on quantiles is provided, along with the asymptotic properties of the obtained estimates and the appropriate numerical simulation study. Finally, the application of the LLU distribution in dynamic and regression analysis of real-world data with accentuated “peaks” and “fat” tails is also discussed.
Databáze: Directory of Open Access Journals
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