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On some study of skew-t distributions

Author

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  • Wen-Jang Huang
  • Nan-Cheng Su
  • Hui-Yi Teng

Abstract

In this note, through ratio of independent random variables, new families of univariate and bivariate skew-t distributions are introduced. Probability density function for each skew-t distribution will be given. We also derive explicit forms of moments of the univariate skew-t distribution and recurrence relations for its cumulative distribution function. Finally we illustrate the flexibility of this class of distributions with applications to a simulated data and the volcanos heights data.

Suggested Citation

  • Wen-Jang Huang & Nan-Cheng Su & Hui-Yi Teng, 2019. "On some study of skew-t distributions," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 48(19), pages 4712-4729, October.
    • Handle: RePEc:taf:lstaxx:v:48:y:2019:i:19:p:4712-4729
    DOI: 10.1080/03610926.2012.700369
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