Advances and Applications in Statistics
Volume 49, Issue 2, Pages 117 - 136
(August 2016) http://dx.doi.org/10.17654/AS049020117 |
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A NEW APPROACH FOR SKEW t DISTRIBUTION WITH APPLICATIONS TO ENVIRONMENTAL DATA
Abeer Hasan, Wei Ning and Arjun Gupta
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Abstract: In this paper, we present a non-central skewed version of Gosset’s t distribution. Theoretical properties of the proposed distribution are discussed. Model comparison analyses are conducted to illustrate the performance of our model in fitting skewed data with long tails. In conclusion, our model is recommended for a wide range of applications that involve data with skewness and long tails. |
Keywords and phrases: skewness, skew-normal distribution, Gosset’s t distribution, maximum likelihood estimation, long-tailed data. |
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