On the three-spliced Exponential-Lognormal-Pareto distribution

Autor:	Bâcă Adrian, Vernic Raluca
Jazyk:	angličtina
Rok vydání:	2022
Předmět:	spliced distribution exponential lognormal pareto parameters estimation primary 60e05 62f10 secondary 62-08 Mathematics QA1-939
Zdroj:	Analele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica, Vol 30, Iss 3, Pp 21-35 (2022)
Druh dokumentu:	article
ISSN:	1844-0835 46112499
DOI:	10.2478/auom-2022-0032
Popis:	To model statistical data coming from two di erent distributions, Cooray and Ananda [1] introduced a composite (two-spliced) Lognormal-Pareto model, that was further extended by Scollnik [9] and fitted to insurance data. Inspired by these studies, more general three-spliced composite models are considered in this work, built by joining three di erent distributions. In particular, the study is focused on the three-spliced Exponential-Lognormal-Pareto distribution. The main characteristics of this model, as well as statistical inference are discussed. The parameters estimation is illustrated on random generated data.
Databáze:	Directory of Open Access Journals
Externí odkaz:	https://doaj.org/article/a821a6d461124993837c14346c961359 Zobrazit plný text záznamu View record in DOAJ