arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2108.07934stat.ME
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双峰速率和比例模型

A Model for Bimodal Rates and Proportions

Roberto Vila, Lucas Alfaia, André F. B. Menezes, Mehmet N. Çankaya, Marcelo Bourguignon

摘要:

贝塔模型是用单位区间拟合数据的最重要的分布。然而,β分布不适合于双峰单位区间数据的建模。在本文中,我们提出了一个双峰β分布构造的方法的基础上的α-斜正态模型。我们讨论了这种分布的一些性质,如双峰性,实矩,熵测度和可识别性。此外,我们提出了一个新的回归模型的基础上提出的模型,并讨论残差。通过极大似然进行估计。进行了蒙特卡罗实验来评估这些估计量在有限样本中的性能,并对结果进行了讨论。一个应用程序提供了显示的建模能力的建议分布时,数据集显示双峰。

英文摘要:

The beta model is the most important distribution for fitting data with the unit interval. However, the beta distribution is not suitable to model bimodal unit interval data. In this paper, we propose a bimodal beta distribution constructed by using an approach based on the alpha-skew-normal model. We discuss several properties of this distribution such as bimodality, real moments, entropy measures and identifiability. Furthermore, we propose a new regression model based on the proposed model and discuss residuals. Estimation is performed by maximum likelihood. A Monte Carlo experiment is conducted to evaluate the performances of these estimators in finite samples with a discussion of the results. An application is provided to show the modelling competence of the proposed distribution when the data sets show bimodality.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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