A new class of distributions as a finite functional mixture using functional weights

An Acad Bras Cienc. 2021 Jun 28;93(2):e20181019. doi: 10.1590/0001-3765202120181019. eCollection 2021.

Abstract

In this paper, we introduce a new family of distributions whose probability density function is defined as a weighted sum of two probability density functions; one is defined as a warped version of the other. We focus our attention on a special case based on the exponential distribution with three parameters, a dilation transformation and a weight with polynomial decay, leading to a new life-time distribution. The explicit expressions of the moments generating function, moments and quantile function of the proposed distribution are provided. For estimating the parameters, the method of maximum likelihood estimation is used. Two applications with practical data sets are given.

MeSH terms

  • Algorithms*
  • Likelihood Functions
  • Models, Statistical*
  • Statistical Distributions