Skew-Symmetric Generalized Normal and Generalized t Distributions

Autor:	Najmeh Nakhaei Rad, Mahdi Salehi, Yaser Mehrali, Ding-Geng Chen
Jazyk:	angličtina
Rok vydání:	2024
Předmět:	skew-normal distribution skew-t distribution generalized skew-normal distribution generalized skew-t distribution skew-symmetric distributions recurrence relations Mathematics QA1-939
Zdroj:	Axioms, Vol 13, Iss 11, p 782 (2024)
Druh dokumentu:	article
ISSN:	2075-1680
DOI:	10.3390/axioms13110782
Popis:	In this paper, we introduce the skew-symmetric generalized normal and the skew-symmetric generalized t distributions, which are skewed extensions of symmetric special cases of generalized skew-normal and generalized skew-t distributions, respectively. We derive key distributional properties for these new distributions, including a recurrence relation and an explicit form for the cumulative distribution function (cdf) of the skew-symmetric generalized t distribution. Numerical examples including a simulation study and a real data analysis are presented to illustrate the practical applicability of these distributions.
Databáze:	Directory of Open Access Journals
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