Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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On Perturbed Symmetric Distributions Associated with the Truncated Bivariate Elliptical Models

  • Published : 2008.07.16
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Abstract

This paper proposes a class of perturbed symmetric distributions associated with the bivariate elliptically symmetric(or simply bivariate elliptical) distributions. The class is obtained from the nontruncated marginals of the truncated bivariate elliptical distributions. This family of distributions strictly includes some univariate symmetric distributions, but with extra parameters to regulate the perturbation of the symmetry. The moment generating function of a random variable with the distribution is obtained and some properties of the distribution are also studied. These developments are followed by practical examples.

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References

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