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Copyright (c) 2019 Pakistan Journal of Statistics and Operation Research

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Title

The Alpha-Beta Skew Generalized t Distribution: Properties and Applications

Keywords


Description

n this paper, we propose a new distribution, namely alpha-beta-skew generalized t
distribution. The proposed distribution is really flxible and includes as special models some important distributions like Normal, t-student, Cauchy and etc as its marginal component distributions. It features a probability density function with up to three modes. The moment generating function as well as the main moments are provided. Inference is based on a usual maximum-likelihood estimation approach and a small Monte Carlo simulation is conducted for studying the asymptotic properties of the maximum-likelihood estimate. The usefulness of the new model is illustrated in a real data


Date

2019-09-12

Identifier


Source

Pakistan Journal of Statistics and Operation Research; Vol. 15 No. 3, 2019



Print ISSN: 1816-2711 | Electronic ISSN: 2220-5810