Title of article :
A Family of Skew-Slash Distributions and Estimation of its Parameters via an EM Algorithm
Author/Authors :
Farnoosh, R. iran university of science and technology - School of Mathematics, تهران, ايران , Nematollahi, N. allameh tabataba-i university - Department of Statistics, تهران, ايران , Rahnamaei, Z. islamic azad university - Department of Mathematics, ايران , Hajrajabi, A. iran university of science and technology - School of Mathematics, تهران, ايران
Abstract :
In this paper, a family of skew-slash distributions is defined and investigated. We define the new family by the scale mixture of a skew-elliptically distributed random variable with the power of a uniform random variable. This family of distributions contains slash-elliptical and skew-slash distributions. We obtain the moments and some distributional properties of the new family of distributions. In the special case of slash skew-t distribution, an EM-type algorithm is presented to estimate the parameters. Some applications are provided for illustrations.
Keywords :
Heavy tailed distributions , scale mixture distributions , skew , elliptical distributions , slash distribution.
Journal title :
Journal of the Iranian Statistical Society (JIRSS)
Journal title :
Journal of the Iranian Statistical Society (JIRSS)
