This paper presents a new distribution, the product of the mixture between Maxwell-Boltzmann and a particular case of the generalized gamma distributions. The resulting distribution, called the Scale Mixture Maxwell-Boltzmann, presents greater kurtosis than the recently introduced slash Maxwell-Boltzmann distribution. We obtained closed-form expressions for its probability density and cumulative distribution functions. We studied some of its properties and moments, as well as its skewness and kurtosis coefficients. Parameters were estimated by the moments and maximum likelihood methods, via the Expectation-Maximization algorithm for the latter case. A simulation study was performed to illustrate the parameter recovery. The results of an application to a real data set indicate that the new model performs very well in the presence of outliers compared with other alternatives in the literature.

In this work, we present a new distribution, which is a slash extension of the distribution of the sum of two independent Lindley random variables. This new distribution is developed using the slash methodology, resulting in a distribution with more flexible kurtosis, i.e., the ability to model atypical data. We study the density function of the new model and some of its properties, such as the cumulative distribution function, moments, and its asymmetry and kurtosis coefficients. The parameters are estimated by the maximum likelihood method with the EM algorithm. Finally, we apply the proposed model to two real datasets with high kurtosis, showing that it provides a better fit than two distributions known in the literature.