Volume 12, Issue 1, May 2013, Pages 55 - 66
A Symmetric Component Alpha Normal Slash Distribution: Properties and Inferences
Wenhao Gui, Pei-Hua Chen, Haiyan Wu
Received 2 October 2012, Accepted 1 March 2013, Available Online 1 May 2013.
- https://doi.org/10.2991/jsta.2013.12.1.5How to use a DOI?
- Alpha Normal distribution, Kurtosis, Skewness, Slash distribution, Symmetric Component
- In this paper, we introduce a new class of symmetric bimodal distribution. We define the distribution by means of a stochastic representation as the mixture of a symmetric component alpha normal random variable with respect to the power of a uniform random variable. The proposed distribution is more flexible in terms of its kurtosis than the slashed normal distribution. Properties involving moments and moment generating function are studied. The proposed distribution is illustrated with a real application by maximum likelihood procedure.
- Open Access
- This is an open access article distributed under the CC BY-NC license.
Cite this article
TY - JOUR AU - Wenhao Gui AU - Pei-Hua Chen AU - Haiyan Wu PY - 2013 DA - 2013/05 TI - A Symmetric Component Alpha Normal Slash Distribution: Properties and Inferences JO - Journal of Statistical Theory and Applications SP - 55 EP - 66 VL - 12 IS - 1 SN - 2214-1766 UR - https://doi.org/10.2991/jsta.2013.12.1.5 DO - https://doi.org/10.2991/jsta.2013.12.1.5 ID - Gui2013 ER -