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A constructive representation of univariate skewed distributions
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Ferreira, Jose T. A. S. and Steel, Mark F. J. (2006) A constructive representation of univariate skewed distributions. Journal of the American Statistical Association, Vol.101 (No.474). pp. 823-829. doi:10.1198/016214505000001212 ISSN 0162-1459.
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Official URL: http://dx.doi.org/10.1198/016214505000001212
Abstract
We introduce a general perspective on the introduction of skewness into symmetric distributions. Through inverse probability integral transformations we provide a constructive representation of skewed distributions, where the skewing mechanism and the original symmetric distributions are specified separately. We study the effects of the skewing mechanism on, e.g., modality, tail behavior and the amount of skewness generated. The representation is used to introduce novel classes of skewed distributions, where we induce certain prespecified characteristics through particular choices of the skewing mechanism. Finally, we use a Bayesian linear regression framework to compare the new classes with some existing distributions in the context of two empirical examples.
Item Type: | Journal Article | ||||
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Subjects: | Q Science > QA Mathematics | ||||
Divisions: | Faculty of Science, Engineering and Medicine > Science > Statistics | ||||
Journal or Publication Title: | Journal of the American Statistical Association | ||||
Publisher: | American Statistical Association | ||||
ISSN: | 0162-1459 | ||||
Official Date: | June 2006 | ||||
Dates: |
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Volume: | Vol.101 | ||||
Number: | No.474 | ||||
Number of Pages: | 7 | ||||
Page Range: | pp. 823-829 | ||||
DOI: | 10.1198/016214505000001212 | ||||
Status: | Peer Reviewed | ||||
Publication Status: | Published | ||||
Access rights to Published version: | Restricted or Subscription Access |
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