The Location-Scale Mixture Exponential Power Distribution: A Bayesian and Maximum Likelihood Approach

Abstract EN

We introduce an alternative skew-slash distribution by using the scale mixture of the exponential power distribution.

We derive the properties of this distribution and estimate its parameter by Maximum Likelihood and Bayesian methods.

By a simulation study we compute the mentioned estimators and their mean square errors, and we provide an example on real data to demonstrate the modeling strength of the new distribution.