IDEAS home Printed from https://ideas.repec.org/a/spr/sankha/v87y2025i1d10.1007_s13171-025-00379-9.html
   My bibliography  Save this article

Modality and Limiting Behaviours of Skew Symmetric Distributions

Author

Listed:
  • Thomas Hitchen

    (University of Manchester)

  • Saralees Nadarajah

    (University of Manchester)

Abstract

Alruwaili (Stat. Papers, 64, 497-507, 2023) studied modality and limiting behavior of the skew t distribution and its mixtures. In this paper, Alruwaili’s work is extended for the skew normal, skew logistic, skew Cauchy, skew Laplace and skew uniform distributions and their mixtures. For each of these distributions and its mixtures, we derive the equation satisfied by the mode and investigate the behaviour of the mode with respect to skew parameters, scale parameters and large values of the skew parameters. We find that the number of modes in the mixtures can be one, two, three or more. The number of modes is dictated by differences between skew parameters. The scale parameters have a minimal effect on locations of the modes.

Suggested Citation

  • Thomas Hitchen & Saralees Nadarajah, 2025. "Modality and Limiting Behaviours of Skew Symmetric Distributions," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 87(1), pages 219-251, February.
  • Handle: RePEc:spr:sankha:v:87:y:2025:i:1:d:10.1007_s13171-025-00379-9
    DOI: 10.1007/s13171-025-00379-9
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s13171-025-00379-9
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.

    File URL: https://libkey.io/10.1007/s13171-025-00379-9?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Pigeon, Mathieu & Henry de Frahan, Bruno & Denuit, Michel, 2014. "Evaluation of the EU proposed farm income stabilisation tool by skew normal linear mixed models," LIDAM Reprints ISBA 2014041, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    2. Francisco Louzada & Paulo H. Ferreira & Carlos A.R. Diniz, 2014. "Skew-normal distribution for growth curve models in presence of a heteroscedasticity structure," Journal of Applied Statistics, Taylor & Francis Journals, vol. 41(8), pages 1785-1798, August.
    3. Arnold, Barry C. & Beaver, Robert J., 2000. "The skew-Cauchy distribution," Statistics & Probability Letters, Elsevier, vol. 49(3), pages 285-290, September.
    4. Pigeon, Mathieu & Henry de Frahan, Bruno & Denuit, Michel, 2014. "Evaluation of the EU Proposed Farm Income Stabilisation Tool by Skew Normal Linear Mixed Models," LIDAM Discussion Papers ISBA 2014003, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    5. Saralees Nadarajah, 2009. "The skew logistic distribution," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 93(2), pages 187-203, June.
    6. Bader Alruwaili, 2023. "The modality of skew t-distribution," Statistical Papers, Springer, vol. 64(2), pages 497-507, April.
    7. Clécio S. Ferreira & Camila Borelli Zeller & Rafael R. de Oliveira Garcia, 2023. "Heteroscedastic partially linear model under skew-normal distribution with application in ragweed pollen concentration," Journal of Applied Statistics, Taylor & Francis Journals, vol. 50(6), pages 1255-1282, April.
    8. Bhat, Chandra R. & Astroza, Sebastian & Hamdi, Amin S., 2017. "A spatial generalized ordered-response model with skew normal kernel error terms with an application to bicycling frequency," Transportation Research Part B: Methodological, Elsevier, vol. 95(C), pages 126-148.
    9. Saralees Nadarajah & Samuel Kotz, 2007. "A skewed truncated Cauchy distribution with applications in economics," Applied Economics Letters, Taylor & Francis Journals, vol. 14(13), pages 957-961.
    10. Richard Gerlach & Zudi Lu & Hai Huang, 2013. "Exponentially Smoothing the Skewed Laplace Distribution for Value‐at‐Risk Forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(6), pages 534-550, September.
    11. Chung-I Li & Nan-Cheng Su & Pei-Fang Su & Yu Shyr, 2014. "The Design of and R Control Charts for Skew Normal Distributed Data," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 43(23), pages 4908-4924, December.
    12. Ahmed Hossain & Joseph Beyene, 2015. "Application of skew-normal distribution for detecting differential expression to microRNA data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(3), pages 477-491, March.
    13. Mamadou S. Diallo & J. N. K. Rao, 2018. "Small area estimation of complex parameters under unit‐level models with skew‐normal errors," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 45(4), pages 1092-1116, December.
    14. Vernic, Raluca, 2006. "Multivariate skew-normal distributions with applications in insurance," Insurance: Mathematics and Economics, Elsevier, vol. 38(2), pages 413-426, April.
    15. Angela Montanari & Cinzia Viroli, 2010. "A skew-normal factor model for the analysis of student satisfaction towards university courses," Journal of Applied Statistics, Taylor & Francis Journals, vol. 37(3), pages 473-487.
    16. Stefano Mazzuco & Bruno Scarpa, 2015. "Fitting age-specific fertility rates by a flexible generalized skew normal probability density function," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 178(1), pages 187-203, January.
    17. Mehdi Razzaghi, 2014. "A Hierarchical Model for the Skew-normal Distribution with Application in Developmental Neurotoxicology," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 43(8), pages 1859-1872, April.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Rippo, Ruggiero & Cerroni, Simone, 2021. "Farmers’ Participation in the Income Stabilization Tool: Evidence from the Apple Sector in Italy," 2021 Conference, August 17-31, 2021, Virtual 315191, International Association of Agricultural Economists.
    2. Simone Severini & Cinzia Zinnanti & Valeria Borsellino & Emanuele Schimmenti, 2021. "EU income stabilization tool: potential impacts, financial sustainability and farmer’s risk aversion," Agricultural and Food Economics, Springer;Italian Society of Agricultural Economics (SIDEA), vol. 9(1), pages 1-21, December.
    3. Shakhatreh, M.K., 2012. "A two-parameter of weighted exponential distributions," Statistics & Probability Letters, Elsevier, vol. 82(2), pages 252-261.
    4. Kamel Louhichi & Daël Merisier, 2024. "Potential impacts of the Common Agricultural Policy's Income Stabilisation Tool on farmers' incomes and crop diversity: A French case study," Journal of Agricultural Economics, Wiley Blackwell, vol. 75(2), pages 716-739, June.
    5. Kamel Louhichi & Daël Merisier, 2023. "Potential impacts of the Income Stabilisation Tool on farmers' income and crop diversity: a French case study [Impacts potentiels de l'outil de stabilisation des revenus sur les revenus des agricul," Post-Print hal-04195630, HAL.
    6. Luigi Biagini & Simone Severini, 2021. "The role of Common Agricultural Policy (CAP) in enhancing and stabilising farm income: an analysis of income transfer efficiency and the Income Stabilisation Tool," Papers 2104.14188, arXiv.org.
    7. Ruggiero Rippo & Simone Cerroni, 2023. "Farmers' participation in the Income Stabilisation Tool: Evidence from the apple sector in Italy," Journal of Agricultural Economics, Wiley Blackwell, vol. 74(1), pages 273-294, February.
    8. Severini, Simone & Biagini, Luigi & Finger, Robert, 2019. "Modeling agricultural risk management policies – The implementation of the Income Stabilization Tool in Italy," Journal of Policy Modeling, Elsevier, vol. 41(1), pages 140-155.
    9. Duden, C. & Offermann, F., 2019. "Farmers' risk exposition and its drivers," 171st Seminar, September 5-6, 2019, Zürich, Switzerland 333722, European Association of Agricultural Economists.
    10. Catalina Bolance & Montserrat Guillen & David Pitt, 2014. "Non-parametric Models for Univariate Claim Severity Distributions - an approach using R," Working Papers 2014-01, Universitat de Barcelona, UB Riskcenter.
    11. Furman, Edward & Landsman, Zinoviy, 2010. "Multivariate Tweedie distributions and some related capital-at-risk analyses," Insurance: Mathematics and Economics, Elsevier, vol. 46(2), pages 351-361, April.
    12. Masaki,Takaaki & Newhouse,David Locke & Silwal,Ani Rudra & Bedada,Adane & Engstrom,Ryan, 2020. "Small Area Estimation of Non-Monetary Poverty with Geospatial Data," Policy Research Working Paper Series 9383, The World Bank.
    13. Ye, Xin & Garikapati, Venu M. & You, Daehyun & Pendyala, Ram M., 2017. "A practical method to test the validity of the standard Gumbel distribution in logit-based multinomial choice models of travel behavior," Transportation Research Part B: Methodological, Elsevier, vol. 106(C), pages 173-192.
    14. Dong, Chunjiao & Shao, Chunfu & Clarke, David B. & Nambisan, Shashi S., 2018. "An innovative approach for traffic crash estimation and prediction on accommodating unobserved heterogeneities," Transportation Research Part B: Methodological, Elsevier, vol. 118(C), pages 407-428.
    15. Opschoor, Anne & Lucas, André, 2023. "Time-varying variance and skewness in realized volatility measures," International Journal of Forecasting, Elsevier, vol. 39(2), pages 827-840.
    16. Eling, Martin, 2014. "Fitting asset returns to skewed distributions: Are the skew-normal and skew-student good models?," Insurance: Mathematics and Economics, Elsevier, vol. 59(C), pages 45-56.
    17. Berger, Theo & Gençay, Ramazan, 2018. "Improving daily Value-at-Risk forecasts: The relevance of short-run volatility for regulatory quality assessment," Journal of Economic Dynamics and Control, Elsevier, vol. 92(C), pages 30-46.
    18. Furman, Edward & Kuznetsov, Alexey & Zitikis, Ričardas, 2018. "Weighted risk capital allocations in the presence of systematic risk," Insurance: Mathematics and Economics, Elsevier, vol. 79(C), pages 75-81.
    19. Phil D. Young & Joshua D. Patrick & John A. Ramey & Dean M. Young, 2020. "An Alternative Matrix Skew-Normal Random Matrix and Some Properties," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 82(1), pages 28-49, February.
    20. Douadia Bougherara & Laurent Piet, 2018. "On the role of probability weighting on WTP for crop insurance with and without yield skewness," Working Papers hal-02790605, HAL.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:sankha:v:87:y:2025:i:1:d:10.1007_s13171-025-00379-9. See general information about how to correct material in RePEc.

    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 CitEc recognized a bibliographic reference but did not link an item in RePEc 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 RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.