Conference Program

Polynomial Quantile Mixture of Hyperbolic Secant Distribution (310077)

Ismail EL Moudden, Eastern Virginia Medical School Sentara Healthcare Analytics and Delivery Science Institute 
*Mohan Dev Pant, School of Health Professions, Eastern Virginia Medical School 

Keywords: Non-normal, Distribution, Quantile function, Simulation, L-moments, L-correlation

This paper introduces a family of non-normal distributions by mixing a quantile function of hyperbolic secant distribution and a quadratic function of uniform distribution. The L-moment (Hosking, 1990) based approach is used for parameter estimation and characterization of this family of distributions. A methodology is presented for fitting this family of distributions to real-world data. Also presented is a methodology for simulating correlated non-normal distributions based on the L-correlation (Serfling and Xiao, 2007) theory.