Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1155266 | Statistics & Probability Letters | 2007 | 9 Pages |
Abstract
We introduce a new family of univariate and multivariate slash-distributions. Our construction is based on elliptical distributions. We define the new family by means of a stochastic representation as the scale mixture of an elliptically distributed random variable with respect to the power of a U(0,1)U(0,1) random variable. The same idea is extended to the multivariate case. We study general properties of the resulting families, including their moments. We illustrate special cases of interest, such as Normal, Cauchy, Student-tt, Type II Pearson and Kotz-type distributions.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Héctor W. Gómez, Fernando A. Quintana, Francisco J. Torres,