A New Family of Exponential Slash Distributions with Elliptical Contours  

作　　者：Meiping XU Wenhao GUI 

机构地区：[1]Department of Mathematics, School of Science, Beijing Technology and Business University [2]Department of Mathematics and Statistics, University of Minnesota Duluth [3]Department of Mathematics, Beijing Jiaotong University

出　　处：《Journal of Mathematical Research with Applications》2015年第2期200-210,共11页数学研究及应用（英文版）

基　　金：Supported by the National Natural Science Foundation of China(Grant No.61304155);Beijing Municipal Party Committee Organization Department Talents Project(Grant No.2012D005003000005);Graduate Department of BTBU Comprehensive Reform Project to Promote Talent Cultivation(Grant No.19005428069)

摘　　要：A new family of univariate exponential slash distribution is introduced, which is based on elliptical distributions and defined by means of a stochastic representation as the scale mixture of an elliptically distributed random variable with respect to the power of an exponential random variable. The same idea is extended to the multivariate case. General properties of the resulting families, including their moments and kurtosis coefficient, are stud- ied. And inferences based on methods of moment and maximum likelihood are discussed. A real data is presented to show this family is flexible and fits much better than other related families.A new family of univariate exponential slash distribution is introduced, which is based on elliptical distributions and defined by means of a stochastic representation as the scale mixture of an elliptically distributed random variable with respect to the power of an exponential random variable. The same idea is extended to the multivariate case. General properties of the resulting families, including their moments and kurtosis coefficient, are stud- ied. And inferences based on methods of moment and maximum likelihood are discussed. A real data is presented to show this family is flexible and fits much better than other related families.

关 键 词：slash distribution exponential slashed elliptical distribution scale mixtures ofelliptical distributions kurtosis coefficient 

分 类 号：O175.25[理学—数学]