A generalized skew slash distribution via gamma-normal distribution
AuthorKorkmaz, Mustafa Çağatay
MetadataShow full item record
CitationKorkmaz, M. Ç. (2017). A generalized skew slash distribution via gamma-normal distribution. Communications in Statistics-Simulation and Computation, 46(2), 1647-1660.
In this article, we introduce a generalization of the slash distribution via the gamma-normal distribution. We define the new slash distribution by relation of a gamma-normal random variable with respect to a power of a uniform random variable. The newly defined distribution generalizes the slash distribution and is more flexible in terms of its kurtosis and skewness than the slash distribution. Basic properties of the new distribution are studied. We derive the maximum likelihood estimators of its parameters and apply the distribution to a real dataset.
SourceCommunications in Statistics - Simulation and Computation
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