On the q-Gamma distribution: Properties and inference
-
Nahla Ben Salah
,
Afif Masmoudi
Abstract
In this paper, we introduce a new q-Gamma probability distribution which is an extension of the classical Gamma distribution in the context of q-calculus. It is also a generalization of the q-exponential distribution. The main properties of the proposed model are presented. Its non-centered moments of any order were explicitly computed. In particular, the kurtosis and skewness were explicitly determined. Moreover, the maximum-likelihood estimation method of the parameters was developped. The performance of the estimation approach as well as the Metropolis-Hastings-based generation method were studied through several numerical experiments. In addition, a characterization of the q-exponential distribution is established using the truncated moments.
(Communicated by Gejza Wimmer)
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Artikel in diesem Heft
- A new categorical equivalence for stone algebras
- On special classes of prime filters in BL-algebras
- A note on characterized and statistically characterized subgroups of 𝕋 = ℝ/ℤ
- New Young-type integral inequalities using composition schemes
- The structure of pseudo-n-uninorms with continuous underlying functions
- Jensen-type inequalities for a second-order differential inequality condition
- A direct proof of the characterization of the convexity of the discrete Choquet integral
- Envelope of plurifinely plurisubharmonic functions and complex Monge-Ampère type equation
- Fekete-Szegö inequalities for Φ-parametric and β-spirllike mappings of complex order in ℂn
- Entire function sharing two values partially with its derivative and a conjecture of Li and Yang
- Oscillatory properties of third-order semi-canonical dynamic equations on time scales via canonical transformation
- Weighted B-summability and positive linear operators
- Some properties and applications of convolution algebras
- On measures of σ-noncompactess in F-spaces
- On the kolmogorov–feller–gut weak law of large numbers for triangular arrays of rowwise and pairwise negatively dependent random variables
- Intermediately trimmed sums of oppenheim expansions: A strong law
- Novel weighted distribution: Properties, applications and web-tool
- On the q-Gamma distribution: Properties and inference
- Finiteorthoatomistic effect algebras and regular algebraic E-test spaces
- Prof. RNDr. Anatolij Dvurečenskij, DrSc. 75th anniversary
