Open Access
March 2010 Some skew symmetric inverse reflected distributions
M. Masoom Ali, Jungsoo Woo, Saralees Nadarajah
Braz. J. Probab. Stat. 24(1): 1-23 (March 2010). DOI: 10.1214/08-BJPS100

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.

Citation

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M. Masoom Ali. Jungsoo Woo. Saralees Nadarajah. "Some skew symmetric inverse reflected distributions." Braz. J. Probab. Stat. 24 (1) 1 - 23, March 2010. https://doi.org/10.1214/08-BJPS100

Information

Published: March 2010
First available in Project Euclid: 31 December 2009

zbMATH: 1298.60022
MathSciNet: MR2580985
Digital Object Identifier: 10.1214/08-BJPS100

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

Rights: Copyright © 2010 Brazilian Statistical Association

Vol.24 • No. 1 • March 2010
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