AU - Abdi, Mousa
AU - Madadi, Mohsen
AU - Jamalizadeh, Ahad
TI - The Convolution of Multivariate Normal and Standard Exponential Distributions: Theory and Application
PT - JOURNAL ARTICLE
TA - JSS
JN - JSS
VO - 14
VI - 2
IP - 2
4099 - http://jss.irstat.ir/article-1-673-en.html
4100 - http://jss.irstat.ir/article-1-673-en.pdf
SO - JSS 2
ABĀ - In this article, a mixture of multivariate normal and standard exponential distributions is investigated. It is shown that the range of skewness and kurtosis coefficients for this distribution is wider than that of the skew-normal distribution. Some properties of this distribution, such as characteristic function, moment generating function, four first moments, skewness and kurtosis of distribution are presented. Also, the distribution of offine transformations and canonical forms of distribution are derived. The maximum likelihood estimation of parameters of the model is computed by using an EM algorithm. To investigate the suitability and efficiency of the model, a simulation study is presented. Finally, two numerical examples with real data sets are studied.
CP - IRAN
IN - Department of Statistics, Faculty of Mathematics and Computer, Shahid Bahonar University of Kerman, Kerman, Iran.
LG - eng
PB - JSS
PG - 449
PT - Research
YR - 2021