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Title
The Alpha-Beta Skew Generalized t Distribution: Properties and Applications
Type Article
Keywords
Not Record
Abstract
In this paper, we propose a new distribution, namely alpha-beta-skew generalized t distribution. The proposed distribution is really flexible and includes as special models some important distributions like Normal, tstudent, Cauchy and etc as its marginal component distributions. It features a probability density function with up to three modes. The moment generating function as well as the main moments are provided. Inference is based on a usual maximum-likelihood estimation approach and a small Monte Carlo simulation is conducted for studying the asymptotic properties of the maximum-likelihood estimate. The usefulness of the new model is illustrated in a real data.
Researchers Fazlollah Lak (Second researcher) , Mohammad Esmail Dehghan Monfared (Third researcher) , Morad Alizadeh (Fourth researcher)