A skew extension of the slash distribution via beta-normal distribution

Ali Genç ()

Statistical Papers, 2013, vol. 54, issue 2, 427-442

Abstract: In this work we introduce a generalization of the slash distribution using beta-normal distribution. This newly defined generalization is more flexible than the ordinary slash distribution and contains distributions that can be not only symmetric and unimodal, but also asymmetric and bimodal. We study the properties of the new generalized distribution and demonstrate its use on some real data sets considering maximum likelihood estimation procedure. Copyright Springer-Verlag 2013

Keywords: Slash distribution; Beta-slash distribution; Beta-normal distribution; Skewness; Heavy tail; Bimodality; 62E10; 62F10 (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (6)

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DOI: 10.1007/s00362-012-0439-0

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