Modified skew-slash distribution. Issue 4 (16th February 2016)

• Record Type: Journal Article
• Authors: Reyes, Jimmy; Gómez, Héctor W.; Vidal, Ignacio
• Is Part Of: Communications in statistics. Volume 45:Issue 4(2016)
• Page Start: 1070
• Page End: 1080
• Publication Date: 2016-02-16
• Subjects: Kurtosis -- Maximum likelihood estimator -- Modified skew-slash distribution -- Moment estimator -- Slash distribution.; 60E05; Mathematical statistics -- Periodicals; Mathematics; Statistics; 519.2
• DOI: 10.1080/03610926.2013.854913
• Languages: English
• ISSNs: 0361-0926

Abstract

Abstract: In this work, we introduce a new skewed slash distribution. This modification of the skew-slash distribution is obtained by the quotient of two independent random variables. That quotient consists on a skew-normal distribution divided by a power of an exponential distribution with scale parameter equal to two. In this way, the new skew distribution has a heavier tail than that of the skew-slash distribution. We give the probability density function expressed by an integral, but we obtain some important properties useful for making inferences, such as moment estimators and maximum likelihood estimators. By way of illustration and by using real data, we provide maximum likelihood estimates for the parameters of the modified skew-slash and the skew-slash distributions. Finally, we introduce a multivariate version of this new distribution.