Jones, M. C.
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I first consider the formulation and properties of a new skew family of distributions on the real line which includes the (symmetric) Student t distributions as special cases. The family can be obtained through a simple generalization of a representations of the t distribution in Cacoullos (1965). I go on to explore briefly two ways in which bivariate distributions with skew t margins can be developed.
|Item Type:||Book Chapter|
|Copyright Holders:||2001 Chapman & Hall/CRC|
|Keywords:||beta distribution; Dirichlet distribution; multivariate t and beta distributions; skewness; student t distribution|
|Academic Unit/Department:||Mathematics, Computing and Technology > Mathematics and Statistics|
|Depositing User:||Sarah Frain|
|Date Deposited:||25 Aug 2010 11:02|
|Last Modified:||02 Dec 2010 21:02|
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