5,814 research outputs found

    The distribution of Pearson residuals in generalized linear models

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    In general, the distribution of residuals cannot be obtained explicitly. We give an asymptotic formula for the density of Pearson residuals in continuous generalized linear models corrected to order n−1n^{-1}, where nn is the sample size. We define corrected Pearson residuals for these models that, to this order of approximation, have exactly the same distribution of the true Pearson residuals. Applications for important generalized linear models are provided and simulation results for a gamma model illustrate the usefulness of the corrected Pearson residuals

    Some Extended Classes of Distributions: Characterizations and Properties

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    Based on a simple relationship between two truncated moments and certain functions of the th order statistic, we characterize some extended classes of distributions recently proposed in the statistical literature, videlicet Beta-G, Gamma-G, Kumaraswamy-G and McDonald-G. Several properties of these extended classes and some special cases are discussed. We compare these classes in terms of goodness-of-fit criteria using some baseline distributions by means of two real data sets
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