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On the Robustness of Right Truncated Esscher Transformed Laplace Distribution |
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PP: 349-355 |
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doi:10.18576/amis/170217
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Author(s) |
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K. Krishnakumari,
D. George,
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Abstract |
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| Truncation arises in many practical situations such as Epidemiology, Material science, Psychology, Social Sciences and Statistics where one wants to study about data which lie above or below a certain threshold or within a specified range. Right truncation often happens when an event/source is detected if its measurement is less than a truncation variable. The present study aims to introduce a right truncated version of an asymmetric and heavy tailed distribution namely, Esscher transformed Laplace distribution beyond the interval (−∞,b). Various distributional and reliability properties of the proposed distribution are investigated. The performance of η, the parameter, is estimated using nlm method and the robustness of the RTETL(η; b) distribution with respect to b, where b(> 0), the truncation point, is illustrated using simulation study. A real data analysis of breaking stress of carbon fiber is also carried out.
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