期刊名称：Pakistan Journal of Statistics and Operation Research
印刷版ISSN：2220-5810
出版年度：2019
卷号：15
期号：3
页码：605-616
DOI：10.18187/pjsor.v15i3.2404
出版社：College of Statistical and Actuarial Sciences
摘要：n this paper, we propose a new distribution, namely alpha-beta-skew generalized tdistribution. The proposed distribution is really flxible and includes as special models some important distributions like Normal, t-student, Cauchy and etc as its marginal component distributions. It features a probability density function with up to three modes. The moment generating function as well as the main moments are provided. Inference is based on a usual maximum-likelihood estimation approach and a small Monte Carlo simulation is conducted for studying the asymptotic properties of the maximum-likelihood estimate. The usefulness of the new model is illustrated in a real data.
关键词：𝑡 distribution; Maximum likelihood; Moments method; Skew distribution.
