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.
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Volume (Year): 82 (2012)
Issue (Month): 9 ()
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References listed on IDEAS
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- 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.
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