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The Slash Lindley-Weibull Distribution

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Abstract

In this paper, a new class of slash distribution is introduced. The distribution is obtained as a quotient of two independent random variables, specifically, a Lindley-Weibull distribution divided by a power of a uniform distribution. The new model can be considered as an extension of the Lindley-Weibull law more flexible in terms of the kurtosis of the distribution. Some statistical properties are studied and the parameter estimation problem is carried out by the maximum likelihood method. The performance of this method is assessed via a Monte Carlo simulation study. A real data application illustrates the usefulness of the proposed distribution to model data with excess kurtosis.

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Acknowledgments

The research of J. Reyes and H.W. Gómez has been partially funded by grant SEMILLERO UA-2016.

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Authors and Affiliations

  1. Departamento de Matemáticas, Facultad de Ciencias Básicas, Universidad de Antofagasta, Antofagasta, Chile

    Jimmy Reyes, Yuri A. Iriarte & Héctor W. Gómez

  2. Departamento de Métodos Estadísticos, Universidad de Zaragoza, Zaragoza, Spain

    Pedro Jodrá

Authors
  1. Jimmy Reyes
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  2. Yuri A. Iriarte
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  3. Pedro Jodrá
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  4. Héctor W. Gómez
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Correspondence to Héctor W. Gómez.

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Reyes, J., Iriarte, Y.A., Jodrá, P. et al. The Slash Lindley-Weibull Distribution. Methodol Comput Appl Probab 21, 235–251 (2019). https://doi.org/10.1007/s11009-018-9651-2

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  • DOI: https://doi.org/10.1007/s11009-018-9651-2

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