The location-scale mixture exponential power distribution: a Bayesian and maximum likelihood approach. (English) Zbl 1322.62077

Summary: We introduce an alternative skew-slash distribution by using the scale mixture of the exponential power distribution. We derive the properties of this distribution and estimate its parameter by maximum likelihood and Bayesian methods. By a simulation study we compute the mentioned estimators and their mean square errors, and we provide an example on real data to demonstrate the modeling strength of the new distribution.


62E15 Exact distribution theory in statistics
60E05 Probability distributions: general theory
62F10 Point estimation
62F15 Bayesian inference
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