Abstract

IRIARTE, YURI A.; GOMEZ, HÉCTOR W.; VARELA, HÉCTOR  and  BOLFARINE, HELENO. Slashed Rayleigh Distribution. Rev.Colomb.Estad. [online]. 2015, vol.38, n.1, pp.31-44. ISSN 0120-1751.  https://doi.org/10.15446/rce.v38n1.48800.

In this article we study a subfamily of the slashed-Weibull family. This subfamily can be seen as an extension of the Rayleigh distribution with more flexibility in terms of the kurtosis of distribution. This special feature makes the extension suitable for fitting atypical observations. It arises as the ratio of two independent random variables, the one in the numerator being a Rayleigh distribution and a power of the uniform distribution in the denominator. We study some probability properties, discuss maximum likelihood estimation and present real data applications indicating that the slashed-Rayleigh distribution can improve the ordinary Rayleigh distribution in fitting real data.

Keywords : Kurtosis; RayleighDistribution; Slashed-elliptical Distributions; Slashed-Rayleigh Distribution; Slashed-Weibull Distribution; Weibull Distribution.

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