Laplace-Logistic Unit Distribution with Application in Dynamic and Regression Analysis

被引：3
|
作者：
Stojanovic, Vladica S. [1 ]
Jovanovic Spasojevic, Tanja [2 ]
Jovanovic, Mihailo [1 ]
机构：
[1] Univ Criminal Invest & Police Studies, Dept Informat & Comp Sci, Belgrade 11000, Serbia
[2] Univ Pristina Kosovska Mitrov, Fac Sci & Math, Dept Math, Kosovska Mitrovica 38220, Serbia
来源：
MATHEMATICS | 2024年 / 12卷 / 14期
关键词：
unit distributions; Laplace distribution; generalized logistic map; stochastic properties; parameter estimation; quantiles; dynamics; regression;
D O I：
10.3390/math12142282
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
This manuscript presents a new two-parameter unit stochastic distribution, obtained by transforming the Laplace distribution, using a generalized logistic map, into a unit interval. The distribution thus obtained is named the Laplace-logistic unit (abbreviated LLU) distribution, and its basic stochastic properties are examined in detail. Also, the procedure for estimating parameters based on quantiles is provided, along with the asymptotic properties of the obtained estimates and the appropriate numerical simulation study. Finally, the application of the LLU distribution in dynamic and regression analysis of real-world data with accentuated "peaks" and "fat" tails is also discussed.
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页数：21
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