Pseudo-exponential distribution and its statistical applications in econophysics View Full Text


Ontology type: schema:ScholarlyArticle     


Article Info

DATE

2018-11-20

AUTHORS

Hossein Mehri-Dehnavi, Hamzeh Agahi, Radko Mesiar

ABSTRACT

In generalized measure theory, σ\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\sigma $$\end{document}-⊕\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\oplus $$\end{document}-measure is a generalization of the classical measure defined on a pseudo-addition. In this paper, the class of pseudo-exponential distributions based on a class of σ\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\sigma $$\end{document}-⊕\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\oplus $$\end{document}-measure is introduced. Some examples of this class are investigated. Then by two real data sets obtained from the last three decades of oil, and the last two decades of the daily natural gas spot prices, we show that the pseudo-exponential distribution is better fitted than exponential distribution using the AIC and BIC information criteria. More... »

PAGES

357-363

References to SciGraph publications

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/s00500-018-3623-x

DOI

http://dx.doi.org/10.1007/s00500-018-3623-x

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https://app.dimensions.ai/details/publication/pub.1110065071


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