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A generalization of the slashed distribution via alpha skew normal distribution

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  • Wenhao Gui

Abstract

In this paper, we introduce a new class of the slash distribution, an alpha skew normal slash distribution. The proposed model is more flexible in terms of its kurtosis than the slashed normal distribution and can efficiently capture the bimodality. Properties involving moments and moment generating function are studied. The distribution is illustrated with a real application. Copyright Springer-Verlag Berlin Heidelberg 2014

Suggested Citation

  • Wenhao Gui, 2014. "A generalization of the slashed distribution via alpha skew normal distribution," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 23(4), pages 547-563, November.
    • Handle: RePEc:spr:stmapp:v:23:y:2014:i:4:p:547-563
    DOI: 10.1007/s10260-014-0258-7
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    References listed on IDEAS

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    1. Arslan, Olcay, 2008. "An alternative multivariate skew-slash distribution," Statistics & Probability Letters, Elsevier, vol. 78(16), pages 2756-2761, November.
    2. Gómez, Héctor W. & Quintana, Fernando A. & Torres, Francisco J., 2007. "A new family of slash-distributions with elliptical contours," Statistics & Probability Letters, Elsevier, vol. 77(7), pages 717-725, April.
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    Cited by:

    1. del Castillo, J.M., 2016. "Slash distributions of the sum of independent logistic random variables," Statistics & Probability Letters, Elsevier, vol. 110(C), pages 111-118.
    2. Mehmet Niyazi Çankaya & Abdullah Yalçınkaya & Ömer Altındaǧ & Olcay Arslan, 2019. "On the robustness of an epsilon skew extension for Burr III distribution on the real line," Computational Statistics, Springer, vol. 34(3), pages 1247-1273, September.

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