Alpha-Skew Generalized t Distribution
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| Natura: | Artículo científico |
| Lingua: | en |
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Universidad Nacional de Colombia
2015
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| _version_ | 1876477063863468032 |
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| author | Sukru Acitas |
| author_facet | Sukru Acitas |
| contents | Alpha-Skew Generalized t Distribution Sukru Acitas Birdal Senoglu Olcay Arslan Física, Astronomía y Matemáticas Kurtosis Modeling Skewness Bimodality Maximum Likelihood Estimation The alpha-skew normal (ASN) distribution has been proposed recently in the literature by using standard normal distribution and a skewing approach. Although ASN distribution is able to model both skew and bimodal data, it is shortcoming when data has thinner or thicker tails than normal. Therefore, we propose an alpha-skew generalized t (ASGT) by using the generalized t (GT) distribution and a new skewing procedure. From this point of view, ASGT can be seen as an alternative skew version of GT distribution. However, ASGT differs from the previous skew versions of GT distribution since it is able to model bimodal data sest as well as it nests most commonly used density functions. In this paper, moments and maximum likelihood estimation of the parameters of ASGT distribution are given. Skewness and kurtosis measures are derived based on the first four noncentral moments. The cumulative distribution function (cdf) of ASGT distribution is also obtained. In the application part of the study, two real life problems taken from the literature are modeled by using ASGT distribution. 2015 artículo científico 0120-1751 https://www.redalyc.org/articulo.oa?id=89940050004 en http://www.redalyc.org/revista.oa?id=899 Revista Colombiana de Estadística application/pdf Universidad Nacional de Colombia Revista Colombiana de Estadística (Colombia) Num.2 Vol.38 |
| format | Artículo científico |
| id | redalyc_89940050004 |
| institution | Redalyc |
| language | en |
| publishDate | 2015 |
| publisher | Universidad Nacional de Colombia |
| spellingShingle | Alpha-Skew Generalized t Distribution Sukru Acitas Física, Astronomía y Matemáticas Kurtosis Modeling Skewness Bimodality Maximum Likelihood Estimation Alpha-Skew Generalized t Distribution Sukru Acitas Birdal Senoglu Olcay Arslan Física, Astronomía y Matemáticas Kurtosis Modeling Skewness Bimodality Maximum Likelihood Estimation The alpha-skew normal (ASN) distribution has been proposed recently in the literature by using standard normal distribution and a skewing approach. Although ASN distribution is able to model both skew and bimodal data, it is shortcoming when data has thinner or thicker tails than normal. Therefore, we propose an alpha-skew generalized t (ASGT) by using the generalized t (GT) distribution and a new skewing procedure. From this point of view, ASGT can be seen as an alternative skew version of GT distribution. However, ASGT differs from the previous skew versions of GT distribution since it is able to model bimodal data sest as well as it nests most commonly used density functions. In this paper, moments and maximum likelihood estimation of the parameters of ASGT distribution are given. Skewness and kurtosis measures are derived based on the first four noncentral moments. The cumulative distribution function (cdf) of ASGT distribution is also obtained. In the application part of the study, two real life problems taken from the literature are modeled by using ASGT distribution. 2015 artículo científico 0120-1751 https://www.redalyc.org/articulo.oa?id=89940050004 en http://www.redalyc.org/revista.oa?id=899 Revista Colombiana de Estadística application/pdf Universidad Nacional de Colombia Revista Colombiana de Estadística (Colombia) Num.2 Vol.38 |
| title | Alpha-Skew Generalized t Distribution |
| topic | Física, Astronomía y Matemáticas Kurtosis Modeling Skewness Bimodality Maximum Likelihood Estimation |
| url | https://www.redalyc.org/articulo.oa?id=89940050004 |