Work

Skew-Symmetric Generalized Normal and Generalized t Distributions

Year: 2024

Type: article

Abstract: 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.

Source: Axioms

DOI: 10.3390/axioms13110782

Authors: Najmeh Nakhaei Rad, Mahdi Salehi, Yaser Mehrali, Ding-Geng Chen

Institutions: University of Pretoria, University of Neyshabur, Arizona State University

Language: English

Topic: Statistical Distribution Estimation and Applications

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: gold

Estimated APC paid: $2,728

Funders: National Research Foundation, University of Pretoria, Department of Science and Technology, Ministry of Science and Technology, India, Medical Research Council