 
								The Discrete Poisson-Amarendra Distribution
								
								
									
										Issue:
										Volume 2, Issue 2, June 2016
									
									
										Pages:
										14-21
									
								 
								
									Received:
										4 June 2016
									
									Accepted:
										29 June 2016
									
									Published:
										26 August 2016
									
								 
								
								
								
									
									
										Abstract: In this paper, a Poisson mixture of the Amarendra distribution, introduced by Shanker (2016 c), is proposed, and called the, “Poisson-Amarendra distribution”. The first four raw moments (about the origin) and central moments (about the mean) are obtained. The expression for coefficient of variation, skewness and kurtosis are also given. For the estimation of its parameter, the maximum likelihood estimation and the method of moments are discussed. Moreover, the distribution is fitted using maximum likelihood estimate to certain data sets to test its goodness of fit over Poisson, Poisson-Lindley and Poisson-Sujatha distributions. The corresponding fitting are found to be quite satisfactory in almost all data sets.
										Abstract: In this paper, a Poisson mixture of the Amarendra distribution, introduced by Shanker (2016 c), is proposed, and called the, “Poisson-Amarendra distribution”. The first four raw moments (about the origin) and central moments (about the mean) are obtained. The expression for coefficient of variation, skewness and kurtosis are also given. For the est...
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								Application of Alpha Skew Truncated Cauchy Distribution in Exchange Rate Data
								
									
										
											
											
												Partha Jyoti Hazarika,
											
										
											
											
												Subrata Chakraborty
											
										
									
								 
								
									
										Issue:
										Volume 2, Issue 2, June 2016
									
									
										Pages:
										22-26
									
								 
								
									Received:
										6 July 2016
									
									Accepted:
										9 July 2016
									
									Published:
										26 August 2016
									
								 
								
								
								
									
									
										Abstract: In this article the alpha skew version of truncated Cauchy distribution using the methodology of Elal-Olivero (Alpha–skew–normal distribution. Proyecciones Journal of Mathematics. 29: 224-240, 2010) has been derived. The important distributional properties have been investigated. An application of the distribution in modeling exchange rate data from the field of finance has been presented.
										Abstract: In this article the alpha skew version of truncated Cauchy distribution using the methodology of Elal-Olivero (Alpha–skew–normal distribution. Proyecciones Journal of Mathematics. 29: 224-240, 2010) has been derived. The important distributional properties have been investigated. An application of the distribution in modeling exchange rate data fro...
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