Skew models. II. (English) Zbl 1127.62008
[For part I of this paper see ibid., 1–28 (2007; Zbl 1117.33011).]
Summary: If \(g\) and \(G\) are the pdf and the cdf of a distribution symmetric around 0 then the pdf \(2g(u)G(\lambda u)\) is said to define a skew distribution. We provide a mathematical treatment of the skew distributions when \(g\) and \(G\) are taken to come from one of the Pearson type II, Pearson type VII or the generalized \(t\) distribution.
Summary: If \(g\) and \(G\) are the pdf and the cdf of a distribution symmetric around 0 then the pdf \(2g(u)G(\lambda u)\) is said to define a skew distribution. We provide a mathematical treatment of the skew distributions when \(g\) and \(G\) are taken to come from one of the Pearson type II, Pearson type VII or the generalized \(t\) distribution.
MSC:
| 62E10 | Characterization and structure theory of statistical distributions |
| 33C90 | Applications of hypergeometric functions |
| 60E05 | Probability distributions: general theory |
Citations:
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