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The Burr XII System of densities: properties,regression model and applications |
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| Authors: | Gauss M. Cordeiro Thiago G. Ramires Edwin M. M. Ortega |
| Affiliation: | 1. Department of Statistics, Federal University of Pernambuco, Recife, PE, Brazil;2. Department of Mathematic, Federal University of Technology - Paraná, Paraná, Brazil;3. Department of Exact Sciences, University of S?o Paulo, S?o Paulo, SP, Brazil |
| Abstract: | We introduce a new class of distributions called the Burr XII system of densities with two extra positive parameters. We provide a comprehensive treatment of some of its mathematical properties. We estimate the model parameters by maximum likelihood. We assess the performance of the maximum likelihood estimators in terms of biases and mean squared errors by means of a simulation study. We also introduce a new family of regression models based on this system of densities. The usefulness of the proposed models is illustrated by means of three real data sets. |
| Keywords: | Burr XII distribution generating function maximum likelihood estimation moment quantile function regression model |