Asymptotic Methods in Statistics

Asymptotic Methods in Statistics

by Prof. Yevhen Turchyn (Dnipro)

Europe/Kiev
https://knu-ua.zoom.us/j/89643295643?pwd=eTBZZSt0d0thZzFyaUhDUFNGTVE3QT09 (ONLINE)

https://knu-ua.zoom.us/j/89643295643?pwd=eTBZZSt0d0thZzFyaUhDUFNGTVE3QT09

ONLINE

Description

We introduce a new family of continuous distributions, a so-called Arctan-Tan-G (or ATT-G) family. Some mathematical properties of the new family are studied including, in particular, asymptotics for the pdf and the cdf, order statistics, and stochastic ordering. A special case of this family, the ATT-Weibull (ATT-W) distribution, is discussed.  The density function, the quantile function, Bowley's skewness and Moors'  kurtosis are researched. Distribution of order statistics is obtained. The model parameters are estimated by maximum likelihood. Usefulness of the new family is proven empirically by means of a real data set.