Skew Models II |
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| Authors: | Saralees Nadarajah and Samuel Kotz |
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| Institution: | (1) School of Mathematics, University of Manchester, Manchester, M13 9PL, UK;(2) Department of Engineering Management and Systems Engineering, George Washington University, Washington, DC 20052, USA |
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| Abstract: | If g and G are the pdf and the cdf of a distribution symmetric around 0 then the pdf 2g(u)G(λ
u) is said to define a skew distribution. In this paper, we provide a mathematical treatment of the skew distributions when
g and G are taken to come from one of Pearson type II, Pearson type VII or the generalized t distribution.
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| Keywords: | Generalized t distribution Pearson type II distribution Pearson type VII distribution Skew distributions |
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