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On bivariate transformation of scale distributions. (English) Zbl 1338.62046

Summary: Elsewhere, I have promoted (univariate continuous) “transformation of scale” (ToS) distributions having densities of the form \(2g(\Pi^{-1}(x))\) where \(g\) is a symmetric distribution and \(\Pi\) is a transformation function with a special property. Here, I develop bivariate (readily multivariate) ToS distributions. Univariate ToS distributions have a transformation of random variable relationship with Azzalini-type skew-symmetric distributions; the bivariate ToS distribution here arises from marginal variable transformation of a particular form of bivariate skew-symmetric distribution. Examples are given, as are basic properties – unimodality, a covariance property, random variate generation – and connections with a bivariate inverse Gaussian distribution are pointed out.

MSC:

62E10 Characterization and structure theory of statistical distributions
Full Text: DOI

References:

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