Univariate and Multivariate Double Slash Distribution: Properties and Application

Authors

M. El-Morshedy, Department of Mathematics, College of Science and Humanities in Al-Kharj, Prince Sattam bin Abdulaziz University, Al-Kharj 11942, Saudi Arabia\\ Department of Mathematics, Faculty of Science, Mansoura University, Mansoura 35516, Egypt
A. H. EL- Bassiouny
M. H. Tahir
M. S. Eliwa

Author Country (or Countries)

Egypt

Abstract

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.

Digital Object Identifier (DOI)

http://dx.doi.org/10.18576/jsap/090303

Recommended Citation

El-Morshedy, M.; H. EL- Bassiouny, A.; H. Tahir, M.; and S. Eliwa, M. (2020) "Univariate and Multivariate Double Slash Distribution: Properties and Application," Journal of Statistics Applications & Probability: Vol. 9: Iss. 3, Article 3.
DOI: http://dx.doi.org/10.18576/jsap/090303
Available at: https://digitalcommons.aaru.edu.jo/jsap/vol9/iss3/3