V.J. García

V.J. García
Universidad de Cádiz | UCA · Department of Statistics and Operative Research

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10
Publications
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95
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Publications

Publications (10)
Article
Full-text available
This paper presents a three-parameter family of distributions which includes the common exponential and the Marshall–Olkin exponential as special cases. This distribution exhibits a monotone failure rate function, which makes it appealing for practitioners interested in reliability, and means it can be included in the catalogue of appropriate non-s...
Article
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This paper describes a complementary tool for fitting probabilistic distributions in data analysis. First, we examine the well known bivariate index of skewness and the aggregate skewness function, and then introduce orderings of the skewness of probability distributions. Using an example, we highlight the advantages of this approach and then prese...
Article
Full-text available
A new one-parameter family of discrete distributions is presented. It has some advantages against the Poisson distribution as a suitable model for modelling data with a high frequencies of zeros and showing over-dispersion (variance larger than the mean). The distribution is obtained from a simple modification of the Borel-Tanner distribution, whic...
Article
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Presentamos una nueva distribución lognormal con colas pesadas que se adapta bien a muchas situaciones prácticas en el campo de los seguros. Utilizamos el procedimiento de Marshall y Olkin para generar tal distribución y estudiamos sus propiedades básicas. Se presenta una aplicación de la misma para datos de seguros dentales que es analizada en pro...
Article
This paper introduces some new elements to measure the skewness of a probability distribution, suggesting that a given distribution can have both positive and negative skewness, depending on the centred sub-interval of the support set being observed. A skewness function for positive reals is defined, from which a bivariate index of positive–negativ...
Article
A new discrete distribution depending on two parameters $\alpha >-1$ and $\sigma >0$ is obtained by discretizing the generalized normal distribution proposed in García et al. (Comput Stat and Data Anal 54:2021–2034, 2010), which was derived from the normal distribution by using the Marshall and Olkin (Biometrika 84(3):641–652, 1997) scheme. The...
Article
Full-text available
In this paper, a new heavy-tailed distribution is used to model data with a strong right tail, as often occurs in practical situations. The distribution proposed is derived from the lognormal distribution, by using the Marshall and Olkin procedure. Some basic properties of this new distribution are obtained and we present situations where this new...
Article
A new class of heavy–tailed distribution functions, containing the lognormal distribution as a particular case, is introduced. The class thus obtained depends on a set of three parameters, incorporating an additional distribution to the classical lognormal one. This new class of heavy-tailed distribution is presented as an alternative to other usef...
Article
A new class of distribution functions with not-necessarily symmetric densities, which contains the normal one as a particular case, is introduced. The class thus obtained depends on a set of three parameters, with an additional one to the classical normal distribution being inserted. This new class of skewed distributions is presented as an alterna...

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