Scale Mixture of Rayleigh Distribution

Scale Mixture of Rayleigh Distribution

In this paper, the scale mixture of Rayleigh (SMR) distribution is introduced. It is proven that this new model, initially defined as the quotient of two independent random variables, can be expressed as a scale mixture of a Rayleigh and a particular Generalized Gamma distribution. Closed expression...

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Bibliographic Details
Main Authors: Pilar A. Rivera, Inmaculada Barranco-Chamorro, Diego I. Gallardo, Héctor W. Gómez
Format: Article
Language:English
Published: MDPI AG 2020-10-01
Series:Mathematics
Subjects:
Rayleigh distribution
slashed Rayleigh distribution
kurtosis
Rényi entropy
EM algorithm
maximum likelihood
Online Access:https://www.mdpi.com/2227-7390/8/10/1842

Internet

https://www.mdpi.com/2227-7390/8/10/1842

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