Mittag-Leffler-Gaussian distribution: Theory and application to real data

Hamzeh Agahi and Mohsen Alipour

Mathematics and Computers in Simulation (MATCOM), 2019, vol. 156, issue C, 227-235

Abstract: In this paper, we introduce the class of Mittag-Leffler-Gaussian distribution which is more flexible than the Gaussian distribution. Some properties of this class are investigated. Then, for two real data sets, the model is examined using the Akaike, Bayesian and small sample Akaike information criteria.

Keywords: One-parametric Mittag-Leffler function; Two-parametric Mittag-Leffler function; Mittag-Leffler-Gaussian distribution; Numerical computation (search for similar items in EconPapers)
Date: 2019
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:156:y:2019:i:c:p:227-235

DOI: 10.1016/j.matcom.2018.07.014

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