Some skew symmetric inverse reflected distributions

Some skew symmetric inverse reflected distributions

M. Masoom Ali, Jungsoo Woo, and Saralees Nadarajah

Source: Braz. J. Probab. Stat. Volume 24, Number 1 (2010), 1-23.

Abstract

Skew-symmetric distributions are defined based on the reflected gamma, reflected Weibull and the reflected Pareto distributions. Expressions are derived for the probability density function, cumulative distribution functions, moments and the shape. Estimation procedures by the methods of moments and maximum likelihood and Fisher information matrices are provided. Evidence of flexibility of the distributions is shown. An application is illustrated using the Old Faithful Geyser data. Some of the attractive properties of the distributions include multimodality and polynomial tails.

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Keywords: Cumulative distribution function; moments; probability density function; estimation; skew-symmetric distributions

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Permanent link to this document: http://projecteuclid.org/euclid.bjps/1262271212
Digital Object Identifier: doi:10.1214/08-BJPS100
Mathematical Reviews number (MathSciNet): MR2580985

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