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Univariate and Multivariate Double Slash Distribution: Properties and Application |
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PP: 459-471 |
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doi:10.18576/jsap/090303
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Author(s) |
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M. El-Morshedy,
A. H. EL- Bassiouny,
M. H. Tahir,
M. S. Eliwa,
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Abstract |
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In this paper, we introduce an extension for the slash distribution, called double slash distribution which, is a heavy tailed compared to slash distribution. The univariate and multivariate forms for the proposed model are proposed. Moreover, moments and the invariant property under linear transformations are discussed. A simulation study is performed to investigate asymptotically the bias properties of the estimators. Finally, a real data application is analyzed to obtain the flexibility of the new model.
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