On the Robustness of Right Truncated Esscher Transformed Laplace Distribution

Authors

K. Krishnakumari, Department of Statistics, St.Thomas College, Palai,(SAS SNDP YOGAM College, Konni), Mahatma Gandhi University, Kerala, P.O.Box No.16, IndiaFollow
D. George, Department of Statistics, Catholicate College, Pathanamthitta, Mahatma Gandhi University, Kerala, P.O.Box No.02, IndiaFollow

Author Country (or Countries)

India

Abstract

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.

Digital Object Identifier (DOI)

http://dx.doi.org/10.18576/amis/170217

Recommended Citation

Krishnakumari, K. and George, D. (2023) "On the Robustness of Right Truncated Esscher Transformed Laplace Distribution," Applied Mathematics & Information Sciences: Vol. 17: Iss. 2, Article 17.
DOI: http://dx.doi.org/10.18576/amis/170217
Available at: https://digitalcommons.aaru.edu.jo/amis/vol17/iss2/17