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Skew Distributions Generated from Different Families

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Abstract

Following the recent paper by Gupta et al. [8], skew pdfs of the form \(2 f (u) G (\lambda u)\) are generated, where the pdf \(f\) and the cdf \(G\) are taken to be different and to come from normal, Student's \(t\), Cauchy, Laplace, logistic or the uniform distribution. The properties of the resulting distributions are studied. In particular, expressions for the \(n\)th moment and the characteristic function are derived. Graphical illustrations are also provided.

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Authors and Affiliations

  1. Department of Statistics, University of Nebraska, Lincoln, NE, 68583, USA

    Saralees Nadarajah

  2. Department of Engineering Management and Systems Engineering, The George Washington University, Washington, DC, 20052, USA

    Samuel Kotz

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  1. Saralees Nadarajah
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  2. Samuel Kotz
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Correspondence to Saralees Nadarajah.

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Nadarajah, S., Kotz, S. Skew Distributions Generated from Different Families. Acta Appl Math 91, 1–37 (2006). https://doi.org/10.1007/s10440-006-9017-6

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  • DOI: https://doi.org/10.1007/s10440-006-9017-6

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