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On some study of skew-t distributions.
- 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