On some study of skew-t distributions

被引：6
|
作者：
Huang, Wen-Jang [1 ]
Su, Nan-Cheng [2 ]
Teng, Hui-Yi [3 ]
机构：
[1] Natl Univ Kaohsiung, Dept Appl Math, Kaohsiung, Taiwan
[2] Natl Taipei Univ, Dept Stat, Taipei 23741, Taiwan
[3] Natl Univ Kaohsiung, Inst Stat, Kaohsiung, Taiwan
来源：
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2019年 / 48卷 / 19期
关键词：
Skew distribution; skew-t distribution; recurrence relations; bivariate skew-t distribution; Primary; secondary; MIXTURE;
D O I：
10.1080/03610926.2012.700369
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
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.
引用
收藏
页码：4712 / 4729
页数：18
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