On some study of skew-t distributions

Wen-Jang Huang, Nan-Cheng Su and Hui-Yi Teng

Communications in Statistics - Theory and Methods, 2019, vol. 48, issue 19, 4712-4729

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.

Date: 2019
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DOI: 10.1080/03610926.2012.700369

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