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On some study of skew-t distributions.

Authors :
Huang, Wen-Jang
Su, Nan-Cheng
Teng, Hui-Yi
Source :
Communications in Statistics: Theory & Methods. 2019, Vol. 48 Issue 19, p4712-4729. 18p.
Publication Year :
2019

Abstract

In this note, through ratio of independent random variables, new families of univariate and bivariate skew-t distributions are introduced. Probability density function for each skew-t distribution will be given. We also derive explicit forms of moments of the univariate skew-t distribution and recurrence relations for its cumulative distribution function. Finally we illustrate the flexibility of this class of distributions with applications to a simulated data and the volcanos heights data. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
03610926
Volume :
48
Issue :
19
Database :
Academic Search Index
Journal :
Communications in Statistics: Theory & Methods
Publication Type :
Academic Journal
Accession number :
138199855
Full Text :
https://doi.org/10.1080/03610926.2012.700369