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Title: A Marshall-Olkin family of heavy-tailed distributions which includes the lognormal one
Authors: García, V.J.
Gómez-Déniz, E. 
Vázquez-Polo, F. J. 
UNESCO Clasification: 53 Ciencias económicas
Keywords: Heavy-Tailed
Lognormal distribution
Subexponential distribution
Issue Date: 2016
Journal: Communications in Statistics - Theory and Methods 
Abstract: A new class of heavy-tailed distribution functions, containing the lognormal distribution as a particular case is introduced. The class thus obtained depends on a set of three parameters, incorporating an additional distribution to the classical lognormal one. This new class of heavy-tailed distribution is presented as an alternative to other useful heavy-tailed distributions, such as the lognormal, Weibull, and Pareto distributions. The density and distribution functions of this new class are given by a closed expression which allows us to easily compute probabilities, quantiles, moments, and related measurements. Finally, some applications are shown as examples.
ISSN: 0361-0926
DOI: 10.1080/03610926.2013.873132
Source: Communications in Statistics - Theory and Methods[ISSN 0361-0926],v. 45, p. 2023-2044
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