JSM 2011 Online Program

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Abstract Details

Activity Number: 43
Type: Contributed
Date/Time: Sunday, July 31, 2011 : 2:00 PM to 3:50 PM
Sponsor: International Chinese Statistical Association
Abstract - #301246
Title: On Some Study of Skew-T Distributions
Author(s): Nan-Cheng Su*+
Companies: National Cheng Kung University
Address: Department of Statistics, Tainan, International, 70101, Taiwan
Keywords: Skew distribution ; skew-t distribution ; recurrence relations ; bivariate skew-t distribution
Abstract:

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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