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Ph.D. Department of Statistics, Bu-Ali Sina University, Hamedan, Iran
Abstract:   (73 Views)

‎The goal of this study is to introduce an Asymmetric Uniform-Laplace (AUL) distribution‎. ‎We present a detailed theoretical description of this distribution‎. ‎We try to estimate the parameters of AUL distribution using maximum likelihood method‎. ‎Since the likelihood approach results in complicated forms‎, ‎we suggested a bootstrap-based approach for estimating the parameters‎. ‎The proposed method is mainly based on the shape of the empirical density‎.

‎We conduct a simulation study to assess the performance of the proposed procedure‎. ‎We also fit the AUL distribution to real datasets‎: ‎daily working time and Pontius datasets‎. ‎The results show that AUL distribution is the more appropriate choice than the Skew-Normal‎, ‎Skew t‎, ‎Asymmetric Laplace and Uniform-Normal distributions.

Type of Study: Original Paper | Subject: 62Exx: Distribution theory
Received: 2017/07/3 | Accepted: 2018/04/4 | Published: 2018/04/4