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The modality of skew t-distribution

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  • Bader Alruwaili

    (Jouf University)

Abstract

The aims of this paper are to study the modality of skew t-distribution and the mixture of skew t-distributions graphically and analytically. We introduced a new formula to find the modes for univariate skew t-distribution and the mixture of univariate skew t-distribution. We also explored the effect of the skewness parameters and the degrees of freedom on the number and locations of modes for univariate skew t-distribution and in the mixture of skew t-distribution. Exploring the modes for the mixture of skew t-distribution helps the research to discover when and which components of the mixture can be merged in one homogeneous group to get the best results when exploring the data set.

Suggested Citation

  • Bader Alruwaili, 2023. "The modality of skew t-distribution," Statistical Papers, Springer, vol. 64(2), pages 497-507, April.
    • Handle: RePEc:spr:stpapr:v:64:y:2023:i:2:d:10.1007_s00362-022-01328-6
    DOI: 10.1007/s00362-022-01328-6
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    References listed on IDEAS

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    1. A. Azzalini & A. Capitanio, 1999. "Statistical applications of the multivariate skew normal distribution," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 61(3), pages 579-602.
    2. Adelchi Azzalini, 2001. "A note on regions of given probability of the skew-normal distribution," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3-4), pages 26-34.
    3. Ray, Surajit & Ren, Dan, 2012. "On the upper bound of the number of modes of a multivariate normal mixture," Journal of Multivariate Analysis, Elsevier, vol. 108(C), pages 41-52.
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