A family of skew distributions with mode-invariance through transformation of scale

Q Mathematics Statistical Methodology Pub Date : 2015-07-01 DOI:10.1016/j.stamet.2015.02.003

Hironori Fujisawa , Toshihiro Abe

引用次数: 6

Abstract

Recently, a new family of skew distributions was proposed using a specific class of transformation of scale, in which the normalizing constant remains unchanged and unimodality is readily assured. In this paper, we introduce the mode invariance in this family, which allows us to easily study certain properties, including monotonicity of skewness, and incorporate various favorable properties. The entropy maximization for a skew distribution is discussed. A numerical study is also conducted.

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通过尺度变换得到一类模不变的偏态分布

最近，利用一类特殊的尺度变换，提出了一种新的偏态分布族，这种偏态分布族的归一化常数保持不变，且易于保证单峰性。在本文中，我们引入了模态不变性，使我们可以很容易地研究某些性质，包括偏度的单调性，并纳入各种有利的性质。讨论了偏态分布的熵最大化问题。并进行了数值研究。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Statistical Methodology STATISTICS & PROBABILITY-

CiteScore

0.59

自引率

0.00%

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期刊介绍： Statistical Methodology aims to publish articles of high quality reflecting the varied facets of contemporary statistical theory as well as of significant applications. In addition to helping to stimulate research, the journal intends to bring about interactions among statisticians and scientists in other disciplines broadly interested in statistical methodology. The journal focuses on traditional areas such as statistical inference, multivariate analysis, design of experiments, sampling theory, regression analysis, re-sampling methods, time series, nonparametric statistics, etc., and also gives special emphasis to established as well as emerging applied areas.

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