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Abstract Details
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Activity Number:
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569
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Type:
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Contributed
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Date/Time:
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Wednesday, August 1, 2012 : 2:00 PM to 3:50 PM
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Sponsor:
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Biometrics Section
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| Abstract - #304316 |
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Title:
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The Epsilon Skew Inverted Gamma Distribution ESIG
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Author(s):
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Ebtisam Abdulah*+ and Hassan Elsalloukh
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Companies:
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University of Arkansas at Little Rock and University of Arkansas at Little Rock
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Address:
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Math & STAT Department, Little Rock, AR, 72204-1099,
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Keywords:
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Epsilon skew inverted gamma ;
reflected gamma ;
Inverse reflected gamma ;
Asymmetric distribution ;
Bimodal distribution
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Abstract:
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In this study, we introduce a new class of asymmetric univariate distribution, the Epsilon Skew Inverted Gamma (ESIG). The ESIG warrants special importance, because it provides a good flexibility in modeling not only asymmetric and heavy tailed distributions, but also skewed and bimodal distributions. We derive the density and distribution functions and the first four moments of the ESIG. We also derive the method of moment and maximum likelihood (MLE) estimators of the parameters. Finally, We obtain Fisher Information and MLE matrices.
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