Volume 12, Issue 2 (october 2013)
JIRSS 2013, 12(2): 271-292 |
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Farnoosh R, Nematollahi N, Rahnamaei Z, Hajrajabi A. A Family of Skew-Slash Distributions and Estimation of its Parameters via an EM Algorithm. JIRSS 2013; 12 (2) :271-292
URL: http://jirss.irstat.ir/article-1-233-en.html
URL: http://jirss.irstat.ir/article-1-233-en.html
, rfarnoosh@iust.ac.ir
Abstract: (11280 Views)
Abstract. In this paper, a family of skew-slash distributions is defined and investigated. We define the new family by the scale mixture of a skew-elliptically distributed random variable with the power of a uniform random variable. This family of distributions contains slash-elliptical and skew-slash distributions. We obtain the moments and some distributional properties of the new family of distributions. In the special case of slash skew-t distribution, an EM-type algorithm is presented to estimate the parameters. Some applications are provided for illustrations.
Keywords: Heavy tailed distributions, scale mixture distributions, skew-elliptical distributions, slash distribution.
Received: 2013/10/4 | Accepted: 2013/10/6 | Published: 2013/10/6
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