The fractional-diffusion equation and a new distribution to model positively skewed data with heavy tails

We introduce a new distribution useful for positively skewed dataset with heavy tails and refer to it as the “Wright distribution”. Properties involving moments, skewness and kurtosis are studied. Simulation study and derivation of the density function using fractional calculus method are reported.

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Year of publication:	2013
Authors:	Naik, Shanoja R. ; Abraham, Bovas
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 7, p. 1759-1769
Publisher:	Elsevier
Subject:	Fraction derivative \| H-function \| Laplace transform \| Likelihood estimator \| Mittag-Leffler function \| Moment estimator

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011039937