一个新的指数削减椭圆形分布族

A New Family of Exponential Slash Distributions with Elliptical Contours

中文关键词:  削减分布  指数削减椭圆形分布  椭圆形分布的尺度混合  峰度系数

英文关键词:slash distribution  exponential slashed elliptical distribution  scale mixtures of elliptical distributions  kurtosis coefficient

中文摘要:

      一种新的单变量指数削减椭圆形分布族被引进, 它基于椭圆形分布, 定义为一个服从椭圆形分布的随机变量关于一个指数随机变量的幂的尺度混合的随机表示, 并利用同样的想法将其推广到了多维的情形. 该分布族的一般性质, 包含它们的矩和峰度系数被研究. 基于矩估计方法和最大似然估计方法的推断也进行了讨论. 一个实例展示该分布族是灵活的且较其他相关分布族拟合更好.

英文摘要:

      A new family of univariate exponential slash distribution is introduced, which is based on elliptical distributions and defined by means of a stochastic representation as the scale mixture of an elliptically distributed random variable with respect to the power of an exponential random variable. The same idea is extended to the multivariate case. General properties of the resulting families, including their moments and kurtosis coefficient, are studied. And inferences based on methods of moment and maximum likelihood are discussed. A real data is presented to show this family is flexible and fits much better than other related families.