A generalized skew slash distribution via gamma-normal distribution. Issue 2 (7th February 2017)

• Record Type: Journal Article
• Authors: Korkmaz, Mustafa Ç.
• Is Part Of: Communications in statistics. Volume 46:Issue 2(2017)
• Page Start: 1647
• Page End: 1660
• Publication Date: 2017-02-07
• Subjects: Gamma-normal distribution -- Heavy tailed distribution -- Slash distribution -- Slashed gamma-normal distribution; 62E10 -- 62F10; Mathematical statistics -- Periodicals; Mathematical statistics -- Data processing -- Periodicals; Digital computer simulation -- Periodicals; 519.5
• DOI: 10.1080/03610918.2015.1010001
• Languages: English
• ISSNs: 0361-0918

Abstract

ABSTRACT: In this article, we introduce a generalization of the slash distribution via the gamma-normal distribution. We define the new slash distribution by relation of a gamma-normal random variable with respect to a power of a uniform random variable. The newly defined distribution generalizes the slash distribution and is more flexible in terms of its kurtosis and skewness than the slash distribution. Basic properties of the new distribution are studied. We derive the maximum likelihood estimators of its parameters and apply the distribution to a real dataset.