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Activity Number: 691
Type: Contributed
Date/Time: Thursday, August 8, 2013 : 10:30 AM to 12:20 PM
Sponsor: IMS
Abstract - #309107
Title: A New Family of Unimodal Skew-Symmetric Distributions with Mode-Invariance
Author(s): Toshihiro Abe*+ and Hironori Fujisawa
Companies: Tokyo University of Science and The Institute of Statistical Mathematics
Keywords: Monotonicity of skewness ; Normalizing constant ; Skew-symmetric distribution ; Unimodality
Abstract:

In this talk, we review the Azzalini's skew-symmetric distributions and consider a new family of unimodal asymmetric distributions from the symmetric distributions by using a specific class of transformation controlling the skewness. Its mode and normalizing constant remain unchanged for the transformation. Monotonicity of skewness can be shown easily under a weak condition for a transformation due to its mode invariance property. Finally, our models are applied in analyses of two data sets.


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