پديد آورنده :
نجومي زاده، مريم
عنوان :
مطالعه اي بر خانواده توزيع هاي اسلش چوله لاپلاس
مقطع تحصيلي :
كارشناسي ارشد
گرايش تحصيلي :
آمار اقتصادي و اجتماعي
محل تحصيل :
اصفهان: دانشگاه صنعتي اصفهان، دانشكده علوم رياضي
صفحه شمار :
دوازده، ۹۷ص.: مصور، جدول، نمودار
استاد راهنما :
زهرا صابري
استاد مشاور :
ساره گلي فروشاني
توصيفگر ها :
توزيع اسلش , توزيع اسلش چوله , الگوريتم EM , توزيع اپسيلون نيم- لاپلاس , توزيع تاخورده
استاد داور :
افشين پرورده، مريم كلكين نما
تاريخ ورود اطلاعات :
1396/11/28
چكيده انگليسي :
A study on family of slash skew Laplace distributions Maryam Nojoumizadeh m nojoumizadeh@math iut ac ir 2018 Department of Mathematical Sciences Isfahan University of Technology Isfahan 84156 83111 Iran Supervisor Dr Zahra Saberi z saberi@cc iut ac ir Advisor Dr Sareh Goli foroushani s goli@cc iut ac ir 2010 MSC 60E05 62F15 62F10 Keywords Slash distribution skew slash distribution EM algorithm epsilon half Laplac distri bution folded distribution Abstract Many commonly used statistical methods assume that data are normally distributed This assump tion is often violated in practice There has been an increasing interest over the last decade in theconstruction of exible parametric families of distributions that exhibit skewness and kurtosis di eringfrom those of the normal distribution Skewed and heavy tailed data occur frequently in real life andpose challenges to our usual way of thinking Examples of such data include household incomes lossdata such as crop loss claims and hospital discharge bills and les transferred through the Internetto name a few Candidate distributions for simulating and tting such data are not abundant Onecan t simply take the normal or the t distributions or as such as substitutes Even though Cauchydistribution can be used to simulate and t such data its sharp central peak and the fact that its rstmoment does not exist narrow its applications Thus additional distributions are needed to study suchskewed and heavy tailed data One such family of distributions is the slash distribution proposed byKafadar 1982 and 1988 The slash distribution is the ratio of a standard normal random variable toan independent uniform random variable U on the interval 0 1 raised to the power 1 q q 0 andhas heavier tails than normal distribution On the other hand models for skewed distributions havebecome increasingly popular in recent years as they provide a much better t for data presenting somedeparture from normality and from symmetry in general The success of those skewed distributionsstarted with the seminal papers by Azzalini 1985 introducing the skew normal distribution which
استاد راهنما :
زهرا صابري
استاد مشاور :
ساره گلي فروشاني
استاد داور :
افشين پرورده، مريم كلكين نما