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The eschewed sinh-arcsinh t distribution

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  • Jones, M.C.
  • Pewsey, Arthur

Abstract

Rosco et al. (2011) introduced and studied the sinh-arcsinh t (SAS-t) distribution. In this article, we introduce a modified version of that distribution which we call the eschewed sinh-arcsinh t (ESAS-t) distribution. The new proposal proves to be somewhat simpler than the former and, on balance, given the pros and cons listed in the article, we now recommend the ESAS-t distribution over the SAS-t distribution as the preferable version of a sinh-arcsinh t distribution.

Suggested Citation

  • Jones, M.C. & Pewsey, Arthur, 2026. "The eschewed sinh-arcsinh t distribution," Statistics & Probability Letters, Elsevier, vol. 228(C).
    • Handle: RePEc:eee:stapro:v:228:y:2026:i:c:s0167715225002056
    DOI: 10.1016/j.spl.2025.110560
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    References listed on IDEAS

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    1. Richard L. Smith & J. C. Naylor, 1987. "A Comparison of Maximum Likelihood and Bayesian Estimators for the Three‐Parameter Weibull Distribution," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 36(3), pages 358-369, November.
    2. J. Rosco & M. Jones & Arthur Pewsey, 2011. "Skew t distributions via the sinh-arcsinh transformation," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 20(3), pages 630-652, November.
    3. Yanyuan Ma & Marc G. Genton, 2004. "Flexible Class of Skew‐Symmetric Distributions," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 31(3), pages 459-468, September.
    4. M. C. Jones & M. J. Faddy, 2003. "A skew extension of the t‐distribution, with applications," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(1), pages 159-174, February.
    5. Klaassen, Chris A. J. & Mokveld, Philip J. & van Es, Bert, 2000. "Squared skewness minus kurtosis bounded by 186/125 for unimodal distributions," Statistics & Probability Letters, Elsevier, vol. 50(2), pages 131-135, November.
    6. M. C. Jones & Arthur Pewsey, 2009. "Sinh-arcsinh distributions," Biometrika, Biometrika Trust, vol. 96(4), pages 761-780.
    7. Adelchi Azzalini & Antonella Capitanio, 2003. "Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t‐distribution," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(2), pages 367-389, May.
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