A new class of Skew-Normal-Cauchy Distribution
In this paper we study a new class of skew-Cauchy distributions inspired on the family extended two-piece skew normal distribution. The new family of distributions encompasses three well known families of distributions, the normal, the two-piece skew-normal and the skew-normal-Cauchy distributions....
| Autores: | , , , |
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| Formato: | artículo |
| Fecha de publicación: | 2015 |
| País: | España |
| Recursos: | Universitat Autònoma de Barcelona |
| Repositorio: | Dipòsit Digital de Documents de la UAB |
| Idioma: | inglés |
| OAI Identifier: | oai:ddd.uab.cat:132926 |
| Acesso em linha: | https://ddd.uab.cat/record/132926 |
| Access Level: | acceso abierto |
| Palavra-chave: | Cauchy distribution Kurtosis Maximum likelihood estimation Singular information matrix Skewness Skew-normal-cauchy distribution |
| Resumo: | In this paper we study a new class of skew-Cauchy distributions inspired on the family extended two-piece skew normal distribution. The new family of distributions encompasses three well known families of distributions, the normal, the two-piece skew-normal and the skew-normal-Cauchy distributions. Some properties of the new distribution are investigated, inference via maximum likelihood estimation is implemented and results of a real data application, which reveal good performance of the new model, are reported |
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