Relationships between distributions with certain symmetries
The genesis of two-way links between the inverse Gaussian and Birnbaum–Saunders distributions is explored and extended. The most general results apply to pairs of distributions with a general ‘S-symmetry’ structure involving a self-inverse function closely related to a transformation function with certain properties. These general results arise by transformation from very simple properties of the familiar Azzalini-type skew-symmetric distributions. They specialise again to relationships between R-symmetric and log-symmetric distributions, between various models related to the inverse Gaussian and Birnbaum–Saunders distributions, relationships involving the sinh–arcsinh transformation, and others. Simple random variate generation is a practical consequence of these relationships.
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Volume (Year): 82 (2012)
Issue (Month): 9 ()
|Contact details of provider:|| Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description|
|Order Information:|| Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional|
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- 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, vol. 20(3), pages 630-652, November.
- Víctor Leiva & Hugo Hernández & Antonio Sanhueza, . "An R Package for a General Class of Inverse Gaussian Distributions," Journal of Statistical Software, American Statistical Association, vol. 26(i04).
- Antonio Sanhueza & Víctor Leiva & N. Balakrishnan, 2008. "A new class of inverse Gaussian type distributions," Metrika, Springer, vol. 68(1), pages 31-49, June.
- M.C. Jones, 2007. "Connecting Distributions with Power Tails on the Real Line, the Half Line and the Interval," International Statistical Review, International Statistical Institute, vol. 75(1), pages 58-69, 04.
- Ramesh C. Gupta & Debasis Kundu, 2011. "Weighted inverse Gaussian -- a versatile lifetime model," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(12), pages 2695-2708, February.
- M. C. Jones & Arthur Pewsey, 2009. "Sinh-arcsinh distributions," Biometrika, Biometrika Trust, vol. 96(4), pages 761-780.
When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:82:y:2012:i:9:p:1737-1744. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei)
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.