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A SKEWED GENERALIZED t DISTRIBUTION  

NADARAJAH SARALEES (Department of Statistics, University of Nebraska Lincoln)
Publication Information
Journal of the Korean Statistical Society / v.34, no.4, 2005 , pp. 311-329 More about this Journal
Abstract
Skewed t distributions have attracted significant attention in the last few years. In this paper, a generalization - referred to as the skewed generalized t distribution - with the pdf f(x) = 2g(x)G(${\lambda}x$) is introduced, where g(${\cdot}$) and G (${\cdot}$) are taken, respectively, to be the pdf and the cdf of the generalized t distribution due to McDonald and Newey (1984, 1988). Several particular cases of this distribution are identified and various representations for its moments derived. An application is provided to rainfall data from Orlando, Florida.
Keywords
Generalized t distribution; rainfall modeling; skewed distributions;
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Times Cited By KSCI : 1  (Citation Analysis)
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