The Kumaraswamy Lindley Regression Model with Application on the Egyptian Stock Exchange
Numerical study,Regression model
DOI:
https://doi.org/10.20956/j.v18i1.14784Keywords:
Kumaraswamy Lindely distribution, Kumrsawamy Lindely regression Model, Link funtions, Residual analysis, The martingale residual, Deviance component residualAbstract
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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