Skew Models I |
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| Authors: | Saralees Nadarajah and Samuel Kotz |
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| Affiliation: | (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 Laplace, logistic, Student’s t, uniform, exponential power or the Bessel function distribution. |
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| Keywords: | Bessel function distribution Exponential power distribution Laplace distribution Logistic distribution Skew distributions Student’ s t distribution Uniform distribution |
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