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Afrika Statistika
Number of Followers: 1

This is an Open Access Journal

Open Access journal
ISSN (Print) 0852-0305
Published by African Journals Online

[261 journals]

A New Gamma Generalized Lindley-Loglogistic Distribution with Applications
- Authors: Thatayaone Moakofi, Broderick Oluyede, Boikanyo Makubate
  Pages: 2451 - 2481
  Abstract: A new distribution called the gamma exponentiated Lindley Log-logistic (GELLLoG) distribution is developed. Some properties of the new distribution including hazard function, quantile function, moments, conditional moments, mean and median deviations, Bonferroni and Lorenz curves, distribution of the order statistics and Renyi entropy are derived. Maximum likelihood estimation technique ´ is used to estimate the model parameters. We conduct a simulation study to examine the bias and mean square error of the maximum likelihood estimators. Finally, applications to real datasets to illustrate the usefulness of the proposed distribution are presented. Key words: Gamma distribution; Lindley distributions: Exponentiated distribution: Long-logistic distribution: Generalized distribution: Maximum likelihood estimation
  PubDate: 2021-02-22
  Issue No: Vol. 15, No. 4 (2021)
Half-Logistic Odd Weibull-Topp-Leone-G Family of Distributions: Model,
Properties and Applications
- Authors: Fastel Chipepa, Divine Wanduku, Broderick Oluyede
  Pages: 2481 - 2510
  Abstract: A new flexible and versatile generalized family of distributions, namely, half logistic odd Weibull-Topp-Leone-G (HLOW-TL-G) distribution is presented. The distribution can be traced back to the exponentiated-G distribution. We derive the statistical properties of the proposed family of distributions. Maximum likelihood estimates of the HLOW-TL-G family of distributions are also presented. Five special cases of the proposed family are presented. A simulation study and real data applications on one of the special cases are also presented. Key words: half-logistic-G; Topp-Leone-G; Odd Weibull-G; generalized distribution; maximum likelihood estimation
  PubDate: 2021-02-22
  Issue No: Vol. 15, No. 4 (2021)
Adaptive Hyperbolic Asymmetric Power ARCH (A-HY-APARCH) model: Stability
and Estimation
- Authors: Charline Uwilingiyimana, Abdou Ka Diongue , Carlos Ogouyandjou
  Pages: 2511 - 2528
  Abstract: In this paper, a new asymmetric GARCH type model that generalizes the Hyperbolic Asymmetric Power ARCH (HY-APARCH) process is proposed. The proposed model takes into consideration some characteristics of financial time series data like volatility clustering, long memory and structural changes. The necessary and sufficient conditions for the asymptotic stability of the model are derived and parameter estimation methods are proposed. The Monte Carlo Simulations are done to prove the performance of the estimation method. Key words: long range dependence; structural changes; HYAPARCH.
  PubDate: 2021-02-22
  Issue No: Vol. 15, No. 4 (2021)

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