Brazilian Journal of Probability and Statistics

Some skew symmetric inverse reflected distributions

M. Masoom Ali, Jungsoo Woo, and Saralees Nadarajah

Full-text: Open access

Abstract

Skew-symmetric distributions are defined based on the reflected gamma, reflected Weibull and the reflected Pareto distributions. Expressions are derived for the probability density function, cumulative distribution functions, moments and the shape. Estimation procedures by the methods of moments and maximum likelihood and Fisher information matrices are provided. Evidence of flexibility of the distributions is shown. An application is illustrated using the Old Faithful Geyser data. Some of the attractive properties of the distributions include multimodality and polynomial tails.

Article information

Source
Braz. J. Probab. Stat., Volume 24, Number 1 (2010), 1-23.

Dates
First available in Project Euclid: 31 December 2009

Permanent link to this document
https://projecteuclid.org/euclid.bjps/1262271212

Digital Object Identifier
doi:10.1214/08-BJPS100

Mathematical Reviews number (MathSciNet)
MR2580985

Zentralblatt MATH identifier
1298.60022

Keywords
Cumulative distribution function moments probability density function estimation skew-symmetric distributions

Citation

Ali, M. Masoom; Woo, Jungsoo; Nadarajah, Saralees. Some skew symmetric inverse reflected distributions. Braz. J. Probab. Stat. 24 (2010), no. 1, 1--23. doi:10.1214/08-BJPS100. https://projecteuclid.org/euclid.bjps/1262271212


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