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Probabilistic applications of the Schlomilch transformation

Baker, RD 2008, 'Probabilistic applications of the Schlomilch transformation' , Communications in Statistics - Theory and Methods, 37 (14) , pp. 2162-2176.

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Abstract

The Schlömilch transformation, long used by mathematicians for integral evaluation, allows probability mass to be redistributed, thus transforming old distributions to new ones. The transformation is used to introduce some new families of distributions on +. Their general properties are studied, i.e., distributional shape and skewness, moments and inverse moments, hazard function, and random number generation. In general, these distributions are suitable for modeling data where the hazard function initially rises steeply. Their usefulness is illustrated by fitting some human weight data. Besides data fitting, one possible use of the new distributions could be in sensitivity or robustness studies, for example as Bayesian prior distributions.

Item Type: Article
Themes: Subjects outside of the University Themes
Schools: Colleges and Schools > College of Business & Law > Salford Business School > Management Science and Statistics
Journal or Publication Title: Communications in Statistics - Theory and Methods
Publisher: Taylor & Francis
Refereed: Yes
ISSN: 0361-0926
Depositing User: Prof Rose Dawn Baker
Date Deposited: 24 Nov 2011 11:52
Last Modified: 20 Aug 2013 18:18
URI: http://usir.salford.ac.uk/id/eprint/19015

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