Related papers: Some properties of skew-symmetric distributions
The present work pursues the aim to draw attention to unique possibilities of the skew-symmetric differential forms. At present the theory of skew-symmetric exterior differential forms that possess invariant properties has been developed.…
The break-by-one gamma distribution has a probability density function resembling the Schechter function, but with the small-argument behavior modified so it is normalizable in commonly arising cases where the Schechter function is not. Its…
The von Mises distribution is one of the most important distribution in statistics to deal with circular data. In this paper we will consider some basic properties and characterizations of the sine skewed von Mises distribution.
In this paper, three different proofs to a result of Wang, Peng and Yang (2013) which related to the joint mixability of elliptical distributions with the same characteristic generator are present. Moreover, we generalize this result to any…
We investigate a family of distributions having a property of stability-under-addition, provided that the number $\nu$ of added-up random variables in the random sum is also a random variable. We call the corresponding property a…
The skew-normal and the skew-$t$ distributions are parametric families which are currently under intense investigation since they provide a more flexible formulation compared to the classical normal and $t$ distributions by introducing a…
The purpose of this paper is to explore some mixtures of Kies distributions -- discrete and continuous. The last ones are also known as compound distributions. Some conditions for convergence are established. We study the probabilistic…
Skew-symmetric forms possess unique capabilities. The properties of closed exterior and dual forms, namely, invariance, covariance, conjugacy and duality, either explicitly or implicitly appear in all invariant mathematical formalisms. This…
The broad class of multivariate unified skew-normal (SUN) distributions has been recently shown to possess important conjugacy properties. When used as priors for the coefficients vector in probit, tobit, and multinomial probit models,…
In this paper, we introduce a new probability distribution, the Lasso distribution. We derive several fundamental properties of the distribution, including closed-form expressions for its moments and moment-generating function.…
An active stream of literature has followed up the idea of skew-elliptical densities initiated by Azzalini and Capitanio (1999). Their original formulation was based on a general lemma which is however of broader applicability than usually…
The Transformed-Transformer family of distributions are the resulting family of distributions as transformed from a random variable $T$ through another transformer random variable $X$ using a weight function $\omega$ of the cumulative…
With the progress of information technology, large amounts of asymmetric, leptokurtic and heavy-tailed data are arising in various fields, such as finance, engineering, genetics and medicine. It is very challenging to model those kinds of…
A class of probability distributions is characterized via equalities in law between two order statistics shifted by independent exponential variables. An explicit formula for the quintile function of the identified family of distributions…
The purpose of the present paper is to give unified expressions to the characteristic functions of all elliptical and related distributions. Those distributions including the multivariate elliptical symmetric distributions and some…
A new class of distributions, called as normal power series (NPS), which contains the normal one as a particular case, is introduced in this paper. This new class which is obtained by compounding the normal and power series distributions,…
We introduce a new family of multivariate distributions by taking the component-wise Tukey-h transformation of a random vector following a skew-normal distribution. The proposed distribution is named the skew-normal-Tukey-h distribution and…
A family of consistent tests, derived from a characterization of the probability generating function, is proposed for assessing Poissonity against a wide class of count distributions, which includes some of the most frequently adopted…
Statistical system models provide the basis for the examination of various sorts of distributions. Classification distributions are a very common and versatile form of statistics in e.g. real economic, social, and IT systems. The…
In environmental studies, many data are typically skewed and it is desired to have a flexible statistical model for this kind of data. In this paper, we study a class of skewed distributions by invoking arguments as described by Ferreira…