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An empirical assessment of the closeness of hidden truncation and additive component based skewed distributions

Hidden truncation (HT) and additive component (AC) are two well known paradigms of generating skewed distributions from known symmetric distribution. In case of normal distribution it has been known that both the above paradigms lead to Azzalini’s (1985) skew normal distribution. While the HT direct...

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Main Authors: Hazarika, Partha Jyoti, Chakraborty, Subrata
Format: Article
Language:English
Published: Universiti Kebangsaan Malaysia 2014
Online Access:http://journalarticle.ukm.my/8053/1/21_Partha.pdf
http://journalarticle.ukm.my/8053/
http://www.ukm.my/jsm/
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spelling my-ukm.journal.80532016-12-14T06:46:03Z http://journalarticle.ukm.my/8053/ An empirical assessment of the closeness of hidden truncation and additive component based skewed distributions Hazarika, Partha Jyoti Chakraborty, Subrata Hidden truncation (HT) and additive component (AC) are two well known paradigms of generating skewed distributions from known symmetric distribution. In case of normal distribution it has been known that both the above paradigms lead to Azzalini’s (1985) skew normal distribution. While the HT directly gives the Azzalini’s (1985) skew normal distribution, the one generated by AC also leads to the same distribution under a re-parameterization proposed by Arnold and Gomez (2009). But no such re-parameterization which leads to exactly the same distribution by these two paradigms has so far been suggested for the skewed distributions generated from symmetric logistic and Laplace distributions. In this article, an attempt has been made to investigate numerically as well as statistically the closeness of skew distributions generated by HT and AC methods under the same re-parameterization of Arnold and Gomez (2009) in the case of logistic and Laplace distributions. Universiti Kebangsaan Malaysia 2014-11 Article PeerReviewed application/pdf en http://journalarticle.ukm.my/8053/1/21_Partha.pdf Hazarika, Partha Jyoti and Chakraborty, Subrata (2014) An empirical assessment of the closeness of hidden truncation and additive component based skewed distributions. Sains Malaysiana, 43 (11). pp. 1801-1809. ISSN 0126-6039 http://www.ukm.my/jsm/
institution Universiti Kebangsaan Malaysia
building Perpustakaan Tun Sri Lanang Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Kebangsaan Malaysia
content_source UKM Journal Article Repository
url_provider http://journalarticle.ukm.my/
language English
description Hidden truncation (HT) and additive component (AC) are two well known paradigms of generating skewed distributions from known symmetric distribution. In case of normal distribution it has been known that both the above paradigms lead to Azzalini’s (1985) skew normal distribution. While the HT directly gives the Azzalini’s (1985) skew normal distribution, the one generated by AC also leads to the same distribution under a re-parameterization proposed by Arnold and Gomez (2009). But no such re-parameterization which leads to exactly the same distribution by these two paradigms has so far been suggested for the skewed distributions generated from symmetric logistic and Laplace distributions. In this article, an attempt has been made to investigate numerically as well as statistically the closeness of skew distributions generated by HT and AC methods under the same re-parameterization of Arnold and Gomez (2009) in the case of logistic and Laplace distributions.
format Article
author Hazarika, Partha Jyoti
Chakraborty, Subrata
spellingShingle Hazarika, Partha Jyoti
Chakraborty, Subrata
An empirical assessment of the closeness of hidden truncation and additive component based skewed distributions
author_facet Hazarika, Partha Jyoti
Chakraborty, Subrata
author_sort Hazarika, Partha Jyoti
title An empirical assessment of the closeness of hidden truncation and additive component based skewed distributions
title_short An empirical assessment of the closeness of hidden truncation and additive component based skewed distributions
title_full An empirical assessment of the closeness of hidden truncation and additive component based skewed distributions
title_fullStr An empirical assessment of the closeness of hidden truncation and additive component based skewed distributions
title_full_unstemmed An empirical assessment of the closeness of hidden truncation and additive component based skewed distributions
title_sort empirical assessment of the closeness of hidden truncation and additive component based skewed distributions
publisher Universiti Kebangsaan Malaysia
publishDate 2014
url http://journalarticle.ukm.my/8053/1/21_Partha.pdf
http://journalarticle.ukm.my/8053/
http://www.ukm.my/jsm/
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score 13.211869

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