Journal of Statistical Theory and Applications

Volume 14, Issue 1, March 2015, Pages 28 - 44

A generalization of Tukey’s g-h family of distributions

Authors
J.A. Jiménez, V. Arunachalam, G.M. Serna
Corresponding Author
J.A. Jiménez
Received 30 May 2013, Accepted 12 December 2014, Available Online 31 March 2015.
DOI
10.2991/jsta.2015.14.1.3How to use a DOI?
Keywords
Tukey’s g-h family of distributions, generalized error distribution, Lambert’s function, Fourier transform
Abstract

A new class of distribution function based on the symmetric densities is introduced, these transformations also produce nonnormal distributions and its pdf and cd f can be expressed in parametric form. This class of distributions depend on the two parameters, namely g and h which controls the skewness and the elongation of the tails, respectively. This class of skewed distributions is a generalization of Tukey’s g-h family of distributions. In this paper, we calculate a closed form expression for the density and distribution of the Tukey’s g-h family of generalized distributions, which allows us to easily compute probabilities, moments and related measures.

Copyright
© 2017, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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Journal
Journal of Statistical Theory and Applications
Volume-Issue
14 - 1
Pages
28 - 44
Publication Date
2015/03/31
ISSN (Online)
2214-1766
ISSN (Print)
1538-7887
DOI
10.2991/jsta.2015.14.1.3How to use a DOI?
Copyright
© 2017, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Cite this article

TY  - JOUR
AU  - J.A. Jiménez
AU  - V. Arunachalam
AU  - G.M. Serna
PY  - 2015
DA  - 2015/03/31
TI  - A generalization of Tukey’s g-h family of distributions
JO  - Journal of Statistical Theory and Applications
SP  - 28
EP  - 44
VL  - 14
IS  - 1
SN  - 2214-1766
UR  - https://doi.org/10.2991/jsta.2015.14.1.3
DO  - 10.2991/jsta.2015.14.1.3
ID  - Jiménez2015
ER  -