A new extension of Odd Half-Cauchy Family of Distributions: properties and applications with regression modeling

Chakraburty Subrata (), Alizadeh Morad (), Handique Laba (), Altun Emrah () and Hamedani G. G. ()
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Chakraburty Subrata: Department of Statistics, Dibrugarh University, Dibrugarh, - 786004, India .
Alizadeh Morad: Department of Statistics, Faculty of Intelligent Systems Engineering and Data Science, Persian Gulf University, Bushehr, 75169, Iran .
Handique Laba: Department of Mathematics and Statistics, Golaghat Commerce College, Dibrugarh University, India .
Altun Emrah: Department of Mathematics, Bartin University, Bartin, 74100, Turkey .
Hamedani G. G.: Department of Mathematical, Statistical Sciences Marquette University, USA, United States .

Statistics in Transition New Series, 2021, vol. 22, issue 4, 77-100

Abstract: The paper proposes a new family of continuous distributions called the extended odd half Cauchy-G. It is based on the T–X construction of Alzaatreh et al. (2013) by considering half Cauchy distribution for T and the exponentiated G(x;ξ) as the distribution of X. Several particular cases are outlined and a number of important statistical characteristics of this family are investigated. Parameter estimation via several methods, including maximum likelihood, is discussed and followed up with simulation experiments aiming to asses their performances. Real life applications of modeling two data sets are presented to demonstrate the advantage of the proposed family of distributions over selected existing ones. Finally, a new regression model is proposed and its application in modeling data in the presence of covariates is presented.

Keywords: T–X method; regression; simulation; estimation (search for similar items in EconPapers)
Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:vrs:stintr:v:22:y:2021:i:4:p:77-100:n:6

DOI: 10.21307/stattrans-2021-039

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