The gamma half-Cauchy distribution: Properties and applications
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Date
2016
Authors
Alzaatreh, Ayman
Mansoory, M.
Tahirz, M. H.
Zubair, M.
Ghazalik, Shakir Ali
Journal Title
Journal ISSN
Volume Title
Publisher
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.
Description
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