<abstract xmlns="http://www.w3.org/1999/xhtml">

<p>To model statistical data coming from two di erent distributions, Cooray and Ananda [1] introduced a composite (two-spliced) Lognormal-Pareto model, that was further extended by Scollnik [9] and fitted to insurance data. Inspired by these studies, more general three-spliced composite models are considered in this work, built by joining three di erent distributions. In particular, the study is focused on the three-spliced Exponential-Lognormal-Pareto distribution. The main characteristics of this model, as well as statistical inference are discussed. The parameters estimation is illustrated on random generated data.</p>
</abstract>

To model statistical data coming from two di erent distributions, Cooray and Ananda [1] introduced a composite (two-spliced) Lognormal-Pareto model, that was further extended by Scollnik [9] and fitted to insurance data. Inspired by these studies, more general three-spliced composite models are considered in this work, built by joining three di erent distributions. In particular, the study is focused on the three-spliced Exponential-Lognormal-Pareto distribution. The main characteristics of this model, as well as statistical inference are discussed. The parameters estimation is illustrated on random generated data.

On the three-spliced Exponential-Lognormal-Pareto distribution

Analele ştiinţifice ale Universităţii "Ovidius" Constanţa. Seria Matematică

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.

{"article-title":"On the three-spliced Exponential-Lognormal-Pareto distribution"}

To model statistical data coming from two di erent distributions, Cooray and Ananda [1] introduced a composite (two-spliced) Lognormal-Pareto model, that was...

On the three-spliced Exponential-Lognormal-Pareto distribution

Data publikacji: 08 paź 2022

Zakres stron: 21 - 35

Otrzymano: 08 gru 2021

Przyjęty: 08 kwi 2022

DOI: https://doi.org/10.2478/auom-2022-0032

Słowa kluczowe
Spliced distribution, Exponential, Lognormal, Pareto, parameters estimation

© 2022 Adrian Bâcă et al., published by Sciendo

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.

On the three-spliced Exponential-Lognormal-Pareto distribution

Data publikacji: 08 paź 2022

Zakres stron: 21 - 35

Otrzymano: 08 gru 2021

Przyjęty: 08 kwi 2022

DOI: https://doi.org/10.2478/auom-2022-0032

Słowa kluczoweSpliced distribution, Exponential, Lognormal, Pareto, parameters estimation

© 2022 Adrian Bâcă et al., published by Sciendo

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.

Słowa kluczowe
Spliced distribution, Exponential, Lognormal, Pareto, parameters estimation