Revistes Publicacions URV: SORT - Statistics and Operations Research Transactions> 2015

A new class of Skew-Normal-Cauchy Distribution

  • Identification data

    Identifier: RP:2423
    Handle: https://hdl.handle.net/20.500.11797/RP2423
    Authors:
    Bolfarine, HelenoSalinas, Hugo S.Gómez, Héctor W.Arrué, Jaime
    Abstract:
    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

  • Others:

    URV's Author/s: Bolfarine, Heleno Salinas, Hugo S. Gómez, Héctor W. Arrué, Jaime
    Keywords: Cauchy distribution, kurtosis, maximum likelihood estimation, singular information matrix, skewness, Skew-Normal-Cauchy distribution
    Abstract: 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
    Journal publication year: 2015
    Publication Type: info:eu-repo/semantics/publishedVersion info:eu-repo/semantics/article

  • Keywords:

    Cauchy distribution, kurtosis, maximum likelihood estimation, singular information matrix, skewness, Skew-Normal-Cauchy distribution

  • Documents:

    DocumentPrincipal

  • Cerca a google

    Search to google scholar