Power Truncated Positive Normal Distribution: A Quantile Regression Approach Applied to Health Databases
In this paper we present a new extension of the truncated positive normal (TPN) model, called power truncated positive normal. This extension incorporates a shape parameter that provides more flexibility to the model. In addition, this new extension was reparameterized based on the p-th quantile of...
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Veröffentlicht in: | Axioms 2024-12, Vol.13 (12), p.811 |
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Hauptverfasser: | , , , , |
Format: | Artikel |
Sprache: | eng |
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Zusammenfassung: | In this paper we present a new extension of the truncated positive normal (TPN) model, called power truncated positive normal. This extension incorporates a shape parameter that provides more flexibility to the model. In addition, this new extension was reparameterized based on the p-th quantile of the distribution in order to perform quantile regression. The initial values were calculated from a modification of the moment estimators, which allowed the maximum likelihood estimators to be obtained. A simulation study was carried out which suggests good behavior of the maximum likelihood estimators in finite samples. Finally, two applications using health databases are presented. |
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ISSN: | 2075-1680 2075-1680 |
DOI: | 10.3390/axioms13120811 |