Article ID Journal Published Year Pages File Type
5129967 Statistics & Probability Letters 2017 9 Pages PDF
Abstract

A simple method is proposed for 'blunting' cusped distributions, i.e. removing the cusp. No additional parameters are required. The method is applied to the asymmetric Laplace distribution, to the van Dorp and Kotz double-sided power distribution, and to the double-sided asymmetric Pareto distribution, and some properties of the blunted distributions are derived. An example of fitting the blunted asymmetric Pareto distribution to data is given.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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