The gamma half-Cauchy distribution: Properties and applications

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Ayman Alzaatreh, M. Mansoory, M. H. Tahirz, M. Zubair, Shakir Ali Ghazalik.pdf (77.81 KB)

Date

2016

Authors

Alzaatreh, Ayman
Mansoory, M.
Tahirz, M. H.
Zubair, M.
Ghazalik, Shakir Ali

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Volume Title

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Hacettepe Journal of Mathematics and Statistics

Abstract

A new distribution, namely, the Gamma-Half-Cauchy distribution is proposed. Various properties of the Gamma-Half-Cauchy distribution are studied in detail such as limiting behavior, moments, mean deviations and Shannon entropy. The model parameters are estimated by the method of maximum likelihood and the observed information matrix is obtained. Two data sets are used to illustrate the applications of Gamma-Half-Cauchy distribution.

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Keywords

folded Cauchy distribution, gamma distribution, Half-Cauchy distribution, Shannon entropy

Citation

Alzaatreh, A., Mansoory, M., Tahirz, M. H., Zubair, M., & Ghazalik, S. A. (2016). The gamma half-Cauchy distribution: Properties and applications. Hacettepe Journal of Mathematics and Statistics, 45(4), 1143-1159. DOI: 10.15672/HJMS.20157011058

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http://nur.nu.edu.kz/handle/123456789/2219

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