- A SKEWED GENERALIZED t DISTRIBUTION
- A SKEWED GENERALIZED t DISTRIBUTION
- ㆍ 저자명
- NADARAJAH. SARALEES
- ㆍ 간행물명
- Journal of the Korean statistical society
- ㆍ 권/호정보
- 2005년|34권 4호|pp.311-329 (19 pages)
- ㆍ 발행정보
- 한국통계학회
- ㆍ 파일정보
- 정기간행물|ENG| PDF텍스트
- ㆍ 주제분야
- 기타
Skewed t distributions have attracted significant attention in the last few years. In this paper, a generalization - referred to as the skewed generalized t distribution - with the pdf f(x) = 2g(x)G(${lambda}x$) is introduced, where g(${cdot}$) and G (${cdot}$) are taken, respectively, to be the pdf and the cdf of the generalized t distribution due to McDonald and Newey (1984, 1988). Several particular cases of this distribution are identified and various representations for its moments derived. An application is provided to rainfall data from Orlando, Florida.