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Abstract Details
Activity Number:
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43
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Type:
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Contributed
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Date/Time:
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Sunday, July 31, 2011 : 2:00 PM to 3:50 PM
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Sponsor:
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International Chinese Statistical Association
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Abstract - #301246 |
Title:
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On Some Study of Skew-T Distributions
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Author(s):
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Nan-Cheng Su*+
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Companies:
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National Cheng Kung University
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Address:
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Department of Statistics, Tainan, International, 70101, Taiwan
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Keywords:
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Skew distribution ;
skew-t distribution ;
recurrence relations ;
bivariate skew-t distribution
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Abstract:
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In this note, through ratio of independent random variables, new families of univariate and bivariate skew-t distributions are introduced. Probability density function for each skew-t distribution will be given. We also derive recurrence relations for cumulative distribution function of the univariate skew-t distribution.
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The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.
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