A new method for adding two parameters to a family of distributions with application to the normal and exponential families

H. Barakat ()

Statistical Methods & Applications, 2015, vol. 24, issue 3, 359-372

Abstract: In this paper we introduce a new method to add two parameters to a family of distributions. Through the additional parameters we can fully control the skewness and kurtosis of the resulting family. This method is applied to yield a new two-parameter extension of the standard normal distribution, which may be positively–negatively asymmetric and leptokurtic–platykurtic. In addition, this method is applied to yield a new three-parameter extension of the exponential distribution, which may be symmetric and has non-constant hazard rate function. Copyright Springer-Verlag Berlin Heidelberg 2015

Keywords: Parametric family; Mixture distributions; Skew normal distribution; Symmetric exponential distribution; Skewness; Kurtosis.; Primary 62F20; 62E10; 62F99 (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s10260-014-0265-8

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