An extension of Azzalini's method
Statistics Theory
2018-03-06 v1 Statistics Theory
Abstract
The aim of this paper is to extend Azzalini's method. This extension is done in two stages: consider two dependent and non-identically distributed random variables say and ; model the dependence between and by a copula. To illustrate the new method, we assume and are exponential random variables. This assumption leads to a new distribution called the Generalized Weighted Exponential Distribution (GWED), a generalization of Gupta and Kundu (2009)'s Weighted Exponential Distribution (WED). Some mathematical properties of the GWED are derived, and its parameters estimated by maximum likelihood. The GWED is applied to biochemical data sets showing its good performance compared to the WED.
Cite
@article{arxiv.1803.01240,
title = {An extension of Azzalini's method},
author = {Filippo Domma and Božidar V. Popović and Saralees Nadarajah},
journal= {arXiv preprint arXiv:1803.01240},
year = {2018}
}