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- W1966650015 abstract "We consider an extended family of asymmetric univariate distributions generated using a symmetric density, f, and the cumulative distribution function, G, of a symmetric distribution, which depends on two real-valued parameters λ and β and is such that when β = 0 it includes the entire class of distributions with densities of the form g(z | λ) = 2 G(λ z) f(z). A key element in the construction of random variables distributed according to the family is that they can be represented stochastically as the product of two random variables. From this representation we can readily derive theoretical properties, easy-to-implement simulation schemes, as well as extensions to the multivariate case and an explicit procedure for obtaining the moments. We give special attention to the extended skew-exponential power distribution. We derive its information matrix in order to obtain the asymptotic covariance matrix of the maximum likelihood estimators. Finally, an application to a real data set is reported, which shows that the extended skew-exponential power model can provide a better fit than the skew-exponential power distribution." @default.
- W1966650015 created "2016-06-24" @default.
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- W1966650015 date "2007-07-10" @default.
- W1966650015 modified "2023-10-18" @default.
- W1966650015 title "The Extended Skew-Exponential Power Distribution and Its Derivation" @default.
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- W1966650015 doi "https://doi.org/10.1080/03610920601126118" @default.
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