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Abstract Details
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Activity Number:
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297
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Type:
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Contributed
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Date/Time:
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Tuesday, July 31, 2012 : 8:30 AM to 10:20 AM
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Sponsor:
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Biometrics Section
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| Abstract - #304501 |
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Title:
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The Epsilon Skew Gamma Distribution
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Author(s):
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Hassan Elsalloukh*+ and Ebtisam Abdulah
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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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2801 S. University Avenue, Little Rock, AR, 72204,
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Keywords:
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Epsilon skew distributions ;
Inverse gamma ;
Asymmetric distributions ;
Bimodal distributions
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Abstract:
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In this paper, we introduce a new skewed distribution family, the Epsilon Skew Gamma (ESG) distribution. The ESG contains the reflected G distribution as a special case. The ESG has four parameters the location, scale, shape, and skewness. We derive the pdf and distribution functions of the ESG, basic properties, the first four moments, and the moment generating function and the characteristic functions. We also derive the maximum likelihood estimators (MLE) for the parameters and examine their asymptotic variance, and calculate Fisher information matrix for the ESG.
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