Salah M. Mohamed
Cairo University, Egypt

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The Kumaraswamy Lindley Regression Model with Application on the Egyptian Stock Exchange: Numerical study,Regression model Samy Abdelmoezz; Salah M. Mohamed
Jurnal Matematika, Statistika dan Komputasi Vol. 18 No. 1 (2021): September 2021
Publisher : Department of Mathematics, Hasanuddin University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.20956/j.v18i1.14784

Abstract

We introduce and study the Kumaraswamy Lindely Distribution (KLD)  model, which has increasing, decreasing, upside-down bathtub and bathtub shaped hazard functions.. We perform a Monte Carlo simulation study to assess the finite sample behavior of the maximum likelihood estimates of the parameters. We define a new regression model based on the new distribution. The new regression was applied to data from the Egyptian stock exchange in the period of (2015-2019). Finally, we study some properties of regression Residual analysis The martingale residual, Deviance component residual.