The gamma half-Cauchy distribution: Properties and applications

Ayman Alzaatreh, M. Mansoory, M. H. Tahirz, M. Zubair, Shakir Ali Ghazalik

Research output: Contribution to journalArticle

6 Citations (Scopus)

Abstract

A new distribution, namely, the Gamma-Half-Cauchy distribution is proposed. Various properties of the Gamma-Half-Cauchy distribution are studied in detail such as limiting behavior, moments, mean deviations and Shannon entropy. The model parameters are estimated by the method of maximum likelihood and the observed information matrix is obtained. Two data sets are used to illustrate the applications of Gamma-Half-Cauchy distribution.

Original languageEnglish
Pages (from-to)1143-1159
Number of pages17
JournalHacettepe Journal of Mathematics and Statistics
Volume45
Issue number4
DOIs
Publication statusPublished - Jan 1 2016

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Keywords

  • Folded Cauchy distribution
  • Gamma distribution
  • Half-Cauchy distribution
  • Shannon entropy

ASJC Scopus subject areas

  • Analysis
  • Algebra and Number Theory
  • Statistics and Probability
  • Geometry and Topology

Cite this

Alzaatreh, A., Mansoory, M., Tahirz, M. H., Zubair, M., & Ghazalik, S. A. (2016). The gamma half-Cauchy distribution: Properties and applications. Hacettepe Journal of Mathematics and Statistics, 45(4), 1143-1159. https://doi.org/10.15672/HJMS.20157011058