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

A new class of Skew-Normal-Cauchy Distribution

  • Datos identificativos

    Identificador: RP:2423
    Handle: https://hdl.handle.net/20.500.11797/RP2423
    Autores:
    Bolfarine, HelenoSalinas, Hugo S.Gómez, Héctor W.Arrué, Jaime
    Resumen:
    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

  • Otros:

    Autor/es de la URV: Bolfarine, Heleno Salinas, Hugo S. Gómez, Héctor W. Arrué, Jaime
    Palabras clave: Cauchy distribution, kurtosis, maximum likelihood estimation, singular information matrix, skewness, Skew-Normal-Cauchy distribution
    Resumen: 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
    Año de publicación de la revista: 2015
    Tipo de publicación: info:eu-repo/semantics/publishedVersion info:eu-repo/semantics/article

  • Palabras clave:

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

  • Documentos:

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