Relationships between distributions with certain symmetries

M.C. Jones

Statistics & Probability Letters, 2012, vol. 82, issue 9, 1737-1744

Abstract: 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.

Keywords: Birnbaum–Saunders distribution; Inverse Gaussian distribution; R-symmetry; Random variate generation; Skew-symmetric distribution (search for similar items in EconPapers)
Date: 2012
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167715212001897
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:82:y:2012:i:9:p:1737-1744

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.spl.2012.05.014

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().