[KSCI] Korea Science Citation Index Service

http://dx.doi.org/10.5351/CKSS.2008.15.4.483

On Perturbed Symmetric Distributions Associated with the Truncated Bivariate Elliptical Models

Kim, Hea-Jung (Department of Statistics, Dongguk University)

Publication Information

Communications for Statistical Applications and Methods / v.15, no.4, 2008 , pp. 483-496 More about this Journal

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.

Keywords

Perturbed symmetric distribution; truncated bivariate elliptical distribution; Skew-elliptical distribution;

Citations & Related Records

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