A mixture of generalized Tukey's \(g\) distributions
type: Item
instance of: scholarly article
title: A mixture of generalized Tukey's \(g\) distributions
zbMATH Open document ID: 1431.62056
DOI: 10.1155/2016/3509139
author: José Alfredo Jiménez
author: Viswanathan Arunachalam
published in: Journal of Probability and Statistics
publication date: 2018-08-14T00:00:00Z
review text: Summary: Mixtures of symmetric distributions, in particular normal mixtures as a tool in statistical modeling, have been widely studied. In recent years, mixtures of asymmetric distributions have emerged as a top contender for analyzing statistical data. Tukey's \(g\) family of generalized distributions depend on the parameters, namely, \(g\), which controls the skewness. This paper presents the probability density function (pdf) associated with a mixture of Tukey's \(g\) family of generalized distributions. The mixture of this class of skewed distributions is a generalization of Tukey's \(g\) family of distributions. In this paper, we calculate a closed form expression for the density and distribution of the mixture of two Tukey's \(g\) families of generalized distributions, which allows us to easily compute probabilities, moments, and related measures. This class of distributions contains the mixture of Log-symmetric distributions as a special case.
Mathematics Subject Classification ID: 62E15
zbMATH DE Number: 6917532
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2016/3509139
OpenAlex ID: W2513489559
Wikidata QID: Q59129345
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description: scientific article; zbMATH DE number 6917532