Portal de Periódicos da CAPES

Artigo Acesso aberto Produção Nacional Revisado por pares

BIBTEX RIS

Exponentiated Marshall-Olkin family of distributions

2016; Springer Nature; Volume: 3; Issue: 1 Linguagem: Inglês

10.1186/s40488-016-0051-2

2195-5832

Cícero Rafael Barros Dias, Gauss M. Cordeiro, Morad Alizadeh, Pedro Rafael Diniz Marinho, Hemílio Fernandes Campos Coêlho,

Financial Risk and Volatility Modeling

We study general mathematical properties of a new class of continuous distributions with three extra shape parameters called the exponentiated Marshal-Olkin family of distributions. Further, we present some special models of the new class and investigate the shapes and derive explicit expressions for the ordinary and incomplete moments, quantile and generating functions and probability weighted moments. We discuss the estimation of the model parameters by maximum likelihood and show empirically the potentiality of the family by means of two applications to real data.