297 – General Methodological Advances
The Epsilon Skew Gamma Distribution
Sponsor: Biometrics Section
Keywords: Epsilon skew distributions, Inverse gamma, Asymmetric distributions, Bimodal distributions
Ebtisam Abdulah
University of Arkansas at Little Rock
Hassan Elsalloukh
University of Arkansas at Little Rock
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.
