A generalized skew twopiece skewelliptical distr

Authors: Mahdi Salehi Ahad Jamalizadeh Mahdi Doostparast

Publish Date: 2012/11/10

Volume: 55, Issue: 2, Pages: 409-429

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Abstract

We present a new generalized family of skew twopiece skewelliptical GSTPSE models and derive some its statistical properties It is shown that the new family of distribution may be written as a mixture of generalized skew elliptical distributions Also a new representation theorem for a special case of GSTPSEdistribution is given Next we will focus on t kernel density and prove that it is a scale mixture of the generalized skew twopiece skew normal distributions An explicit expression for the central moments as well as a recurrence relations for its cumulative distribution function and density are obtained Since this special case is a uni/bimodal distribution a sufficient condition for each cases is given A real data set on heights of Australian females athletes is analysed Finally some concluding remarks and open problems are discussed

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