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The Epsilon-Skew-Exponential Power distribution

机译:Epsilon-Skew-指数配电

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摘要

To propose the Epsilon-Skew-Exponential Power (ESEP) distribution and obtain the maximum likelihood estimators of the parameters. Real data often show significant departures from normality assumptions. It is widely acknowledged that heavy-tailed distributions are frequently encountered in empirical studies, as are asymmetric distributions. For cases where the assumption of normality is not tenable, more flexible models can be adopted to accommodate skewness and heavy tails. Flexible models that include the normal distribution as a special case are especially important, because they allow continuous variation from normality to nonnormality. Subbotin (Ref. 1) introduced the exponential power distribution with probability density function
机译:提出Epsilon-Skew-指数幂(ESEP)分布,并获得参数的最大似然估计量。实际数据通常显示出与正态性假设的重大差异。众所周知,在经验研究中经常会遇到重尾分布,不对称分布也是如此。对于正常性假设不成立的情况,可以采用更灵活的模型来适应偏斜和粗尾。包括正态分布作为特殊情况的柔性模型尤为重要,因为它们允许从正态到非正态的连续变化。 Subbotin(参考资料1)介绍了具有概率密度函数的指数功率分布

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