The Alpha-Beta Skew Generalized t Distribution: Properties and Applications
2019 ◽
pp. 605-616
Keyword(s):
n this paper, we propose a new distribution, namely alpha-beta-skew generalized tdistribution. The proposed distribution is really flxible and includes as special models some important distributions like Normal, t-student, Cauchy and etc as its marginal component distributions. It features a probability density function with up to three modes. The moment generating function as well as the main moments are provided. Inference is based on a usual maximum-likelihood estimation approach and a small Monte Carlo simulation is conducted for studying the asymptotic properties of the maximum-likelihood estimate. The usefulness of the new model is illustrated in a real data
2016 ◽
Vol 231
(4)
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pp. 760-772
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2020 ◽
Vol 4
(2)
◽
pp. 327-340
2020 ◽
Vol 8
(1)
◽
pp. 304-317
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Keyword(s):