The Kumaraswamy Lindley Regression Model with Application on the Egyptian Stock Exchange

Numerical study,Regression model

Authors

  • Samy Abdelmoezz Cairo University, Egypt
  • Salah M. Mohamed Cairo University, Egypt

DOI:

https://doi.org/10.20956/j.v18i1.14784

Keywords:

Kumaraswamy Lindely distribution, Kumrsawamy Lindely regression Model, Link funtions, Residual analysis, The martingale residual, Deviance component residual

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.

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Published

2021-09-02

How to Cite

Abdelmoezz, S., & Mohamed, S. M. . (2021). The Kumaraswamy Lindley Regression Model with Application on the Egyptian Stock Exchange: Numerical study,Regression model. Jurnal Matematika, Statistika Dan Komputasi, 18(1), 1–11. https://doi.org/10.20956/j.v18i1.14784

Issue

Vol. 18 No. 1 (2021): September 2021

Section

Research Articles

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This work is licensed under a Creative Commons Attribution 4.0 International License.

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